-10.0%
TYL vs ES
-0.3%
-9.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +3.5% | -0.1% | +3.6% | +3.6% |
| 30D | +26.9% | +5.7% | +21.2% | +25.9% |
| 3M | +33.8% | -2.8% | +36.6% | +33.9% |
| 6M | +28.8% | +7.0% | +21.9% | +29.5% |
| YTD | -7.9% | +6.8% | -14.7% | -7.3% |
| All | -10.0% | -0.3% | -9.7% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling