+662.6%
ETSY vs TYL
+183.6%
+479.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -1.0% | +0.8% | -1.9% | -1.6% |
| 30D | +7.3% | +21.1% | -13.8% | -6.8% |
| 3M | +10.3% | +28.9% | -18.6% | -8.7% |
| 6M | +55.1% | +42.0% | +13.0% | +16.8% |
| YTD | +60.5% | -6.6% | +67.1% | +62.2% |
| 1Y | +52.2% | -9.1% | +61.3% | +56.8% |
| 3Y | +40.8% | +1.8% | +39.0% | +21.8% |
| 5Y | -67.3% | -22.9% | -44.4% | -64.5% |
| All | +662.6% | +183.6% | +479.0% | +272.5% |
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