+1.9%
TYL vs ESI
+67.9%
-66.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.2% |
| 7D | +6.7% | -8.5% | +15.2% | +6.4% |
| 30D | +26.5% | -15.7% | +42.2% | +26.2% |
| 3M | +37.3% | -18.2% | +55.5% | +37.2% |
| 6M | +31.2% | -28.8% | +60.0% | +31.5% |
| YTD | -7.4% | +26.3% | -33.6% | -15.4% |
| 1Y | -9.6% | +18.2% | -27.8% | -16.6% |
| 3Y | +1.9% | +68.1% | -66.2% | -15.0% |
| All | +1.9% | +67.9% | -66.0% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling