-40.6%
ETHA vs TYL
-8.8%
-31.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.5% |
| 7D | -5.3% | +3.5% | -8.8% | -5.5% |
| 30D | -14.2% | +26.9% | -41.1% | -15.4% |
| 3M | +10.7% | +33.8% | -23.1% | +8.9% |
| 6M | -8.4% | +28.8% | -37.2% | -9.3% |
| YTD | -28.6% | -7.9% | -20.7% | -32.6% |
| All | -40.6% | -8.8% | -31.8% | -45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling