-10.3%
TYL vs ESTC
-5.8%
-4.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.2% | +1.7% |
| 7D | +4.3% | -3.6% | +7.9% | +5.1% |
| 30D | +28.0% | -11.2% | +39.1% | +30.8% |
| 3M | +32.3% | +14.3% | +18.0% | +24.0% |
| 6M | +29.9% | +67.0% | -37.1% | +7.3% |
| YTD | -7.1% | +15.7% | -22.8% | -17.1% |
| All | -10.3% | -5.8% | -4.5% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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