+46.1%
LNG vs TYL
-8.8%
+54.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +11.3% | +0.8% | +10.5% | +11.3% |
| 30D | +10.6% | +21.1% | -10.5% | +9.4% |
| 3M | +16.1% | +28.9% | -12.8% | +14.5% |
| 6M | +29.6% | +42.0% | -12.5% | +26.9% |
| YTD | +60.3% | -6.6% | +66.9% | +55.3% |
| 1Y | +46.1% | -9.1% | +55.2% | +41.6% |
| All | +46.1% | -8.8% | +54.9% | +41.6% |
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 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