+421.9%
ETSY vs TYL
+102.8%
+319.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -1.2% |
| 7D | -12.9% | -8.6% | -4.3% | -7.0% |
| 30D | -11.5% | +7.5% | -19.0% | -16.0% |
| 3M | +3.5% | +10.9% | -7.4% | -5.4% |
| 6M | +27.6% | -6.7% | +34.3% | +31.7% |
| YTD | +28.4% | -24.5% | +52.9% | +52.1% |
| 1Y | +27.1% | -38.6% | +65.7% | +75.3% |
| 3Y | +6.0% | -12.6% | +18.7% | +1.7% |
| 5Y | -67.1% | -28.2% | -38.9% | -62.4% |
| 10Y | +421.9% | +104.0% | +317.9% | +219.5% |
| All | +421.9% | +102.8% | +319.2% | +219.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling