-24.8%
TYL vs ES
-5.6%
-19.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.9% |
| 7D | -3.7% | +0.3% | -4.0% | -3.7% |
| 30D | +18.7% | -2.0% | +20.7% | +19.3% |
| 3M | +18.1% | +1.7% | +16.5% | +17.7% |
| 6M | -1.1% | -3.5% | +2.4% | -0.2% |
| YTD | -19.8% | +7.9% | -27.7% | -21.7% |
| 1Y | -34.3% | +17.2% | -51.5% | -37.9% |
| 3Y | -8.2% | +29.3% | -37.5% | -17.5% |
| All | -24.8% | -5.6% | -19.1% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling