-21.1%
LOW vs TYL
-34.2%
+13.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +1.6% |
| 7D | -1.7% | -3.7% | +2.0% | -1.4% |
| 30D | -7.0% | +18.7% | -25.8% | -8.5% |
| 3M | -0.9% | +18.1% | -19.0% | -2.6% |
| 6M | -20.1% | -1.1% | -19.0% | -20.8% |
| YTD | -13.9% | -19.8% | +5.9% | -9.3% |
| 1Y | -21.1% | -34.3% | +13.2% | -10.6% |
| All | -21.1% | -34.2% | +13.0% | -10.6% |
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