+20,870.5%
LLY vs TYL
+14,906.9%
+5,963.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.5% | -3.9% |
| 7D | -0.7% | +15.1% | -15.7% | -1.6% |
| 30D | +17.9% | +30.1% | -12.2% | +15.8% |
| 3M | +16.8% | +40.4% | -23.6% | +14.1% |
| 6M | +38.4% | +31.3% | +7.2% | +35.6% |
| YTD | +27.6% | -5.2% | +32.8% | +27.4% |
| 1Y | +48.3% | -6.6% | +54.9% | +48.2% |
| 3Y | +145.4% | +3.4% | +142.0% | +142.8% |
| 5Y | +438.9% | -19.3% | +458.2% | +438.3% |
| 10Y | +2,101.6% | +178.1% | +1,923.5% | +1,931.0% |
| All | +20,870.5% | +14,906.9% | +5,963.6% | +15,432.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling