+91.0%
TYL vs ESTC
+20.3%
+70.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.1% | +7.8% | +3.2% |
| 7D | +15.1% | -18.5% | +33.6% | +20.7% |
| 30D | +30.1% | -11.0% | +41.1% | +33.0% |
| 3M | +40.4% | +20.8% | +19.6% | +31.9% |
| 6M | +31.3% | +67.9% | -36.6% | +13.0% |
| YTD | -5.2% | +11.6% | -16.8% | -10.3% |
| 1Y | -6.6% | -3.3% | -3.3% | -9.1% |
| 3Y | +3.4% | +16.4% | -13.0% | -12.4% |
| 5Y | -19.3% | -49.9% | +30.6% | -22.2% |
| All | +91.0% | +20.3% | +70.7% | +36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling