+4,499.6%
ETR vs TYL
+14,603.2%
-10,103.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | +2.6% | +4.3% | -1.7% | +2.4% |
| 30D | +8.7% | +28.0% | -19.3% | +7.5% |
| 3M | +6.4% | +32.3% | -26.0% | +5.0% |
| 6M | +0.7% | +29.9% | -29.2% | -0.6% |
| YTD | +23.0% | -7.1% | +30.2% | +23.0% |
| 1Y | +17.9% | -9.2% | +27.1% | +17.9% |
| 3Y | +154.9% | +0.7% | +154.2% | +153.4% |
| 5Y | +157.3% | -21.1% | +178.3% | +157.0% |
| 10Y | +373.4% | +180.8% | +192.5% | +351.5% |
| All | +4,499.6% | +14,603.2% | -10,103.6% | +3,910.2% |
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 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