+299.9%
LOW vs TYL
+176.1%
+123.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.4% |
| 7D | +7.4% | +6.7% | +0.7% | +5.1% |
| 30D | +24.5% | +26.5% | -2.1% | +14.7% |
| 3M | +3.5% | +37.3% | -33.8% | -7.7% |
| 6M | -2.6% | +31.2% | -33.7% | -12.5% |
| YTD | -4.8% | -7.4% | +2.5% | -4.3% |
| 1Y | -0.8% | -9.6% | +8.8% | +0.7% |
| 3Y | +22.8% | +1.9% | +20.9% | +15.7% |
| 5Y | +5.3% | -21.1% | +26.4% | +6.7% |
| All | +299.9% | +176.1% | +123.8% | +150.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling