-7.2%
TYL vs ESTC
+25.2%
-32.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.5% | -3.2% |
| 7D | -3.7% | -8.1% | +4.4% | -2.3% |
| 30D | +18.7% | +31.7% | -12.9% | +12.8% |
| 3M | +18.1% | +41.1% | -22.9% | +10.7% |
| 6M | -1.1% | +77.1% | -78.2% | -10.9% |
| YTD | -19.8% | +21.7% | -41.5% | -24.1% |
| 1Y | -34.3% | +8.4% | -42.7% | -37.3% |
| All | -7.2% | +25.2% | -32.3% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling