+292.4%
TYL vs ESI
+224.6%
+67.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.9% | -7.0% | -4.5% |
| 7D | -3.7% | +3.3% | -7.0% | -4.3% |
| 30D | +18.7% | -5.9% | +24.6% | +19.8% |
| 3M | +18.1% | -14.1% | +32.2% | +19.9% |
| 6M | -1.1% | +6.6% | -7.7% | -4.9% |
| YTD | -19.8% | +45.0% | -64.8% | -27.9% |
| 1Y | -34.3% | +41.5% | -75.8% | -40.9% |
| 3Y | -8.2% | +78.8% | -87.0% | -22.8% |
| 5Y | -25.4% | +70.9% | -96.3% | -37.1% |
| 10Y | +115.6% | +317.1% | -201.5% | +51.9% |
| All | +292.4% | +224.6% | +67.7% | +201.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling