-10.0%
TYL vs ESI
+19.1%
-29.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | +0.5% |
| 7D | +3.5% | -3.5% | +7.0% | +2.9% |
| 30D | +26.9% | -9.3% | +36.1% | +25.0% |
| 3M | +33.8% | -12.8% | +46.6% | +31.6% |
| 6M | +28.8% | -24.6% | +53.4% | +25.5% |
| YTD | -7.9% | +32.7% | -40.6% | -15.3% |
| All | -10.0% | +19.1% | -29.1% | -16.7% |
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 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