+19,963.1%
ETN vs TYL
+12,593.6%
+7,369.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.0% | +7.5% | +3.9% |
| 7D | +2.0% | -3.7% | +5.7% | +2.4% |
| 30D | -7.9% | +18.7% | -26.7% | -9.6% |
| 3M | -1.6% | +18.1% | -19.7% | -3.7% |
| 6M | +16.9% | -1.1% | +18.0% | +16.0% |
| YTD | +30.1% | -19.8% | +49.9% | +31.4% |
| 1Y | +19.3% | -34.3% | +53.6% | +22.9% |
| 3Y | +82.5% | -8.2% | +90.8% | +81.0% |
| 5Y | +166.8% | -25.4% | +192.3% | +168.6% |
| 10Y | +649.7% | +115.6% | +534.1% | +579.8% |
| All | +19,963.1% | +12,593.6% | +7,369.4% | +12,452.8% |
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