+443.8%
LLY vs TYL
-21.3%
+465.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.5% |
| 7D | -4.5% | +6.7% | -11.1% | -5.4% |
| 30D | +13.9% | +26.5% | -12.6% | +10.4% |
| 3M | +13.8% | +37.3% | -23.5% | +9.0% |
| 6M | +37.6% | +31.2% | +6.5% | +32.2% |
| YTD | +26.6% | -7.4% | +34.0% | +27.3% |
| 1Y | +45.3% | -9.6% | +54.9% | +46.7% |
| 3Y | +132.2% | +1.9% | +130.3% | +129.4% |
| All | +443.8% | -21.3% | +465.2% | +450.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling