+17,561.1%
LLY vs TYL
+12,593.6%
+4,967.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.6% |
| 7D | -2.1% | -3.7% | +1.5% | -1.9% |
| 30D | -1.6% | +18.7% | -20.4% | -2.8% |
| 3M | +2.3% | +18.1% | -15.8% | +1.0% |
| 6M | +14.9% | -1.1% | +16.0% | +14.6% |
| YTD | +7.5% | -19.8% | +27.3% | +8.6% |
| 1Y | +55.7% | -34.3% | +90.0% | +59.3% |
| 3Y | +110.6% | -8.2% | +118.8% | +110.2% |
| 5Y | +363.4% | -25.4% | +388.8% | +365.8% |
| 10Y | +1,649.0% | +115.6% | +1,533.4% | +1,540.8% |
| All | +17,561.1% | +12,593.6% | +4,967.5% | +13,139.4% |
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