+199.8%
ETSY vs TYL
+237.9%
-38.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.5% | -0.2% |
| 7D | +1.1% | +6.7% | -5.6% | -3.2% |
| 30D | +25.8% | +26.5% | -0.8% | +6.6% |
| 3M | +9.3% | +37.3% | -28.0% | -12.8% |
| 6M | +38.4% | +31.2% | +7.3% | +11.6% |
| YTD | +62.2% | -7.4% | +69.6% | +64.4% |
| 1Y | +58.3% | -9.6% | +67.9% | +63.2% |
| 3Y | +42.6% | +1.9% | +40.7% | +25.0% |
| 5Y | -65.4% | -21.1% | -44.3% | -63.1% |
| 10Y | +685.4% | +171.8% | +513.6% | +297.2% |
| All | +199.8% | +237.9% | -38.1% | +33.4% |
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