+12,412.3%
TYL vs ES
+1,243.3%
+11,169.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.8% |
| 7D | -3.7% | +0.3% | -4.0% | -3.8% |
| 30D | +18.7% | -2.0% | +20.7% | +19.4% |
| 3M | +18.1% | +1.7% | +16.5% | +17.6% |
| 6M | -1.1% | -3.5% | +2.4% | -0.4% |
| YTD | -19.8% | +7.9% | -27.7% | -21.9% |
| 1Y | -34.3% | +17.2% | -51.5% | -38.0% |
| 3Y | -8.2% | +29.3% | -37.5% | -17.2% |
| 5Y | -25.4% | -5.7% | -19.7% | -26.4% |
| 10Y | +115.6% | +85.2% | +30.4% | +69.6% |
| All | +12,412.3% | +1,243.3% | +11,169.0% | +5,388.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling