+14,692.5%
TYL vs ES
+1,275.7%
+13,416.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.1% |
| 7D | +15.1% | +5.9% | +9.2% | +13.2% |
| 30D | +30.1% | +10.2% | +19.9% | +26.4% |
| 3M | +40.4% | +0.4% | +40.0% | +40.2% |
| 6M | +31.3% | +6.9% | +24.4% | +28.6% |
| YTD | -5.2% | +10.5% | -15.7% | -8.3% |
| 1Y | -6.6% | +3.2% | -9.8% | -8.2% |
| 3Y | +3.4% | +49.0% | -45.7% | -10.5% |
| 5Y | -19.3% | +4.5% | -23.7% | -22.7% |
| 10Y | +178.1% | +92.3% | +85.8% | +116.5% |
| All | +14,692.5% | +1,275.7% | +13,416.8% | +6,343.9% |
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 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