+180.8%
TYL vs ESI
+306.3%
-125.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +1.0% |
| 7D | +4.3% | -6.6% | +10.9% | +5.5% |
| 30D | +28.0% | -9.8% | +37.8% | +29.9% |
| 3M | +32.3% | -11.9% | +44.3% | +34.3% |
| 6M | +29.9% | -25.1% | +55.0% | +34.5% |
| YTD | -7.1% | +31.9% | -39.0% | -18.4% |
| 1Y | -9.2% | +19.2% | -28.4% | -18.2% |
| 3Y | +0.7% | +76.2% | -75.5% | -21.5% |
| 5Y | -21.1% | +39.4% | -60.4% | -35.3% |
| 10Y | +180.8% | +304.9% | -124.1% | +85.7% |
| All | +180.8% | +306.3% | -125.5% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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