-44.1%
ETHA vs TYL
-19.9%
-24.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.4% |
| 7D | -12.5% | +0.8% | -13.4% | -12.7% |
| 30D | -19.8% | +21.1% | -40.9% | -22.7% |
| 3M | +3.1% | +28.9% | -25.8% | -2.0% |
| 6M | -13.8% | +42.0% | -55.8% | -20.3% |
| YTD | -34.6% | -6.6% | -28.0% | -31.8% |
| 1Y | -38.7% | -9.1% | -29.6% | -35.7% |
| All | -44.1% | -19.9% | -24.2% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling