+179.2%
ETN vs TYL
-28.2%
+207.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.5% | +7.2% | +3.3% |
| 7D | +8.0% | -7.6% | +15.6% | +9.1% |
| 30D | -5.9% | +11.3% | -17.2% | -7.6% |
| 3M | +5.0% | +14.5% | -9.5% | +1.9% |
| 6M | +22.4% | -7.1% | +29.6% | +23.8% |
| YTD | +33.6% | -23.4% | +57.0% | +41.8% |
| 1Y | +22.1% | -38.6% | +60.7% | +38.8% |
| 3Y | +85.6% | -11.3% | +96.9% | +80.9% |
| 5Y | +179.2% | -28.0% | +207.2% | +182.1% |
| All | +179.2% | -28.2% | +207.4% | +182.1% |
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