+4,316.7%
ETR vs TYL
+12,593.6%
-8,276.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | -0.3% |
| 7D | +1.4% | -3.7% | +5.1% | +1.6% |
| 30D | +1.0% | +18.7% | -17.8% | +0.2% |
| 3M | -1.3% | +18.1% | -19.4% | -2.1% |
| 6M | +1.9% | -1.1% | +3.0% | +1.7% |
| YTD | +18.2% | -19.8% | +38.0% | +18.9% |
| 1Y | +24.7% | -34.3% | +59.0% | +26.5% |
| 3Y | +150.7% | -8.2% | +158.9% | +150.2% |
| 5Y | +127.0% | -25.4% | +152.4% | +127.5% |
| 10Y | +295.5% | +115.6% | +179.9% | +281.1% |
| All | +4,316.7% | +12,593.6% | -8,276.9% | +3,776.7% |
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