-36.1%
ETHA vs TYL
-20.5%
-15.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.5% |
| 7D | -0.2% | +6.7% | -6.8% | -1.3% |
| 30D | -13.4% | +26.5% | -39.9% | -17.3% |
| 3M | +16.5% | +37.3% | -20.8% | +9.4% |
| 6M | -5.3% | +31.2% | -36.5% | -10.7% |
| YTD | -25.2% | -7.4% | -17.8% | -21.9% |
| 1Y | -32.9% | -9.6% | -23.3% | -29.6% |
| All | -36.1% | -20.5% | -15.5% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling