+1.9%
TYL vs ESTC
+18.0%
-16.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.7% |
| 7D | +6.7% | -11.5% | +18.2% | +8.7% |
| 30D | +26.5% | -7.5% | +34.1% | +27.6% |
| 3M | +37.3% | +23.1% | +14.2% | +31.0% |
| 6M | +31.2% | +75.3% | -44.1% | +17.7% |
| YTD | -7.4% | +14.1% | -21.5% | -12.1% |
| 1Y | -9.6% | -0.6% | -9.0% | -13.0% |
| 3Y | +1.9% | +20.8% | -18.9% | -3.3% |
| All | +1.9% | +18.0% | -16.1% | -3.3% |
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