-10.3%
TYL vs ESI
+19.1%
-29.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +0.7% |
| 7D | +4.3% | -6.6% | +10.9% | +3.0% |
| 30D | +28.0% | -9.8% | +37.8% | +25.9% |
| 3M | +32.3% | -11.9% | +44.3% | +30.3% |
| 6M | +29.9% | -25.1% | +55.0% | +26.4% |
| YTD | -7.1% | +31.9% | -39.0% | -14.8% |
| All | -10.3% | +19.1% | -29.4% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling