+187.8%
TYL vs ESI
+318.1%
-130.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +0.8% | +5.5% | -4.7% | -0.3% |
| 30D | +21.1% | -7.8% | +28.9% | +22.4% |
| 3M | +28.9% | -15.0% | +43.9% | +31.9% |
| 6M | +42.0% | -24.9% | +66.9% | +47.1% |
| YTD | -6.6% | +33.2% | -39.8% | -18.1% |
| 1Y | -9.1% | +24.9% | -34.0% | -19.1% |
| 3Y | +1.8% | +77.8% | -75.9% | -20.8% |
| 5Y | -22.9% | +37.1% | -60.1% | -36.6% |
| All | +187.8% | +318.1% | -130.2% | +94.3% |
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