+168.9%
TYL vs ES
+85.7%
+83.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.4% |
| 7D | +6.7% | +1.9% | +4.8% | +6.1% |
| 30D | +26.5% | +7.1% | +19.5% | +24.1% |
| 3M | +37.3% | -1.9% | +39.2% | +38.0% |
| 6M | +31.2% | +4.4% | +26.8% | +29.4% |
| YTD | -7.4% | +7.3% | -14.7% | -9.6% |
| 1Y | -9.6% | +2.1% | -11.7% | -10.8% |
| 3Y | +1.9% | +41.8% | -39.9% | -11.0% |
| 5Y | -21.1% | +1.4% | -22.6% | -23.4% |
| All | +168.9% | +85.7% | +83.2% | +145.9% |
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