+187.5%
TYL vs ES
+96.6%
+90.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.7% |
| 7D | -1.6% | -1.1% | -0.5% | -1.3% |
| 30D | +22.1% | +8.2% | +13.9% | +19.4% |
| 3M | +33.4% | +0.6% | +32.7% | +33.1% |
| 6M | +36.8% | +6.0% | +30.8% | +34.4% |
| YTD | -6.7% | +9.3% | -16.0% | -9.5% |
| 1Y | -9.2% | +1.1% | -10.3% | -10.2% |
| 3Y | +1.2% | +51.9% | -50.8% | -13.6% |
| 5Y | -23.0% | +6.5% | -29.5% | -26.3% |
| All | +187.5% | +96.6% | +90.9% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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