+156.3%
ETR vs TYL
+1.3%
+154.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.2% | +0.8% | +0.3% | +1.1% |
| 30D | +7.0% | +21.1% | -14.1% | +6.5% |
| 3M | +4.6% | +28.9% | -24.3% | +4.0% |
| 6M | +0.1% | +42.0% | -41.9% | -0.9% |
| YTD | +23.2% | -6.6% | +29.8% | +26.1% |
| 1Y | +20.6% | -9.1% | +29.7% | +23.9% |
| 3Y | +156.3% | +1.8% | +154.4% | +157.2% |
| All | +156.3% | +1.3% | +154.9% | +157.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling