-29.4%
ETHA vs TYL
-31.2%
+1.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.0% | +1.4% | -1.8% |
| 7D | +0.8% | -3.7% | +4.5% | +1.6% |
| 30D | +27.9% | +18.7% | +9.2% | +23.6% |
| 3M | +38.3% | +18.1% | +20.2% | +33.1% |
| 6M | +14.0% | -1.1% | +15.1% | +14.9% |
| YTD | -17.4% | -19.8% | +2.4% | -11.3% |
| 1Y | -42.7% | -34.3% | -8.3% | -33.5% |
| All | -29.4% | -31.2% | +1.8% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling