+17,486.9%
ETN vs TYL
+14,670.5%
+2,816.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.4% |
| 7D | +10.1% | -1.6% | +11.7% | +10.3% |
| 30D | -15.9% | +22.1% | -38.0% | -17.7% |
| 3M | -21.7% | +33.4% | -55.1% | -24.2% |
| 6M | -10.1% | +36.8% | -46.9% | -13.7% |
| YTD | +14.0% | -6.7% | +20.7% | +13.0% |
| 1Y | -1.7% | -9.2% | +7.5% | -2.3% |
| 3Y | +67.9% | +1.2% | +66.7% | +64.3% |
| 5Y | +125.5% | -23.0% | +148.6% | +125.5% |
| 10Y | +553.3% | +182.0% | +371.3% | +475.7% |
| All | +17,486.9% | +14,670.5% | +2,816.4% | +10,701.9% |
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