+2,043.2%
LLY vs TYL
+168.7%
+1,874.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.3% |
| 7D | -4.5% | +6.7% | -11.1% | -5.8% |
| 30D | +13.9% | +26.5% | -12.6% | +8.6% |
| 3M | +13.8% | +37.3% | -23.5% | +6.6% |
| 6M | +37.6% | +31.2% | +6.5% | +29.4% |
| YTD | +26.6% | -7.4% | +34.0% | +27.2% |
| 1Y | +45.3% | -9.6% | +54.9% | +46.7% |
| 3Y | +132.2% | +1.9% | +130.3% | +125.0% |
| 5Y | +434.7% | -21.1% | +455.8% | +444.9% |
| All | +2,043.2% | +168.7% | +1,874.5% | +1,573.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling