+61.5%
TYL vs ESTC
+31.2%
+30.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.5% | -2.9% |
| 7D | -3.7% | -8.1% | +4.4% | -1.7% |
| 30D | +18.7% | +31.7% | -12.9% | +10.0% |
| 3M | +18.1% | +41.1% | -22.9% | +7.2% |
| 6M | -1.1% | +77.1% | -78.2% | -15.7% |
| YTD | -19.8% | +21.7% | -41.5% | -25.2% |
| 1Y | -34.3% | +8.4% | -42.7% | -37.5% |
| 3Y | -8.2% | +23.6% | -31.8% | -23.2% |
| 5Y | -25.4% | -46.5% | +21.0% | -28.9% |
| All | +61.5% | +31.2% | +30.4% | +13.9% |
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