-28.7%
ETHA vs TYL
-34.3%
+5.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.5% | +2.0% |
| 7D | +2.7% | -7.6% | +10.3% | +4.3% |
| 30D | +29.4% | +11.3% | +18.1% | +26.6% |
| 3M | +47.2% | +14.5% | +32.7% | +42.6% |
| 6M | +25.4% | -7.1% | +32.5% | +28.3% |
| YTD | -16.5% | -23.4% | +6.8% | -9.5% |
| 1Y | -42.3% | -38.6% | -3.8% | -31.8% |
| All | -28.7% | -34.3% | +5.6% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling