+188.3%
ETSY vs TYL
+238.7%
-50.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.8% |
| 7D | -3.7% | +4.3% | -8.0% | -6.4% |
| 30D | +12.8% | +28.0% | -15.2% | -5.1% |
| 3M | +7.6% | +32.3% | -24.7% | -11.9% |
| 6M | +34.4% | +29.9% | +4.4% | +9.2% |
| YTD | +56.0% | -7.1% | +63.1% | +57.9% |
| 1Y | +43.6% | -9.2% | +52.8% | +47.6% |
| 3Y | +36.8% | +0.7% | +36.1% | +21.1% |
| 5Y | -65.2% | -21.1% | -44.1% | -62.9% |
| 10Y | +653.5% | +180.8% | +472.7% | +274.9% |
| All | +188.3% | +238.7% | -50.4% | +28.1% |
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