+155.0%
ETSY vs TYL
+192.4%
-37.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.0% | -2.7% | -4.0% |
| 7D | -8.5% | -3.7% | -4.8% | -6.0% |
| 30D | -10.9% | +18.7% | -29.6% | -20.9% |
| 3M | +14.1% | +18.1% | -4.0% | +0.1% |
| 6M | +37.5% | -1.1% | +38.6% | +36.0% |
| YTD | +38.0% | -19.8% | +57.8% | +55.5% |
| 1Y | +46.5% | -34.3% | +80.9% | +90.0% |
| 3Y | +2.5% | -8.2% | +10.7% | -3.7% |
| 5Y | -65.3% | -25.4% | -39.9% | -61.2% |
| 10Y | +451.6% | +115.6% | +336.0% | +224.1% |
| All | +155.0% | +192.4% | -37.4% | +26.2% |
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