+46.3%
LLY vs TYL
-8.6%
+54.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.3% |
| 7D | +1.4% | +0.5% | +0.8% | +1.3% |
| 30D | +21.5% | +25.2% | -3.6% | +19.3% |
| 3M | +18.5% | +31.8% | -13.3% | +16.1% |
| 6M | +49.1% | +36.3% | +12.8% | +45.5% |
| YTD | +34.4% | -6.3% | +40.7% | +37.7% |
| 1Y | +46.3% | -9.5% | +55.8% | +51.5% |
| All | +46.3% | -8.6% | +54.9% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling