+438.9%
LLY vs TYL
-20.5%
+459.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.5% | -4.0% |
| 7D | -0.7% | +15.1% | -15.7% | -2.6% |
| 30D | +17.9% | +30.1% | -12.2% | +13.8% |
| 3M | +16.8% | +40.4% | -23.6% | +11.6% |
| 6M | +38.4% | +31.3% | +7.2% | +32.9% |
| YTD | +27.6% | -5.2% | +32.8% | +27.9% |
| 1Y | +48.3% | -6.6% | +54.9% | +49.0% |
| 3Y | +145.4% | +3.4% | +142.0% | +141.9% |
| 5Y | +438.9% | -19.3% | +458.2% | +442.7% |
| All | +438.9% | -20.5% | +459.4% | +442.7% |
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 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