+705.0%
ETN vs TYL
+102.8%
+602.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.2% | -1.3% |
| 7D | +6.2% | -8.6% | +14.8% | +8.1% |
| 30D | -6.7% | +7.5% | -14.2% | -8.5% |
| 3M | +3.6% | +10.9% | -7.3% | 0.0% |
| 6M | +18.3% | -6.7% | +25.0% | +18.4% |
| YTD | +31.5% | -24.5% | +56.0% | +38.8% |
| 1Y | +20.6% | -38.6% | +59.2% | +35.6% |
| 3Y | +82.5% | -12.6% | +95.2% | +78.6% |
| 5Y | +177.8% | -28.2% | +206.0% | +183.1% |
| 10Y | +705.0% | +104.0% | +601.0% | +500.4% |
| All | +705.0% | +102.8% | +602.2% | +500.4% |
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 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