+301.3%
LOW vs TYL
+185.3%
+116.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | +1.0% | +0.5% | +0.4% | +0.7% |
| 30D | +25.6% | +25.2% | +0.4% | +16.2% |
| 3M | +5.3% | +31.8% | -26.4% | -4.8% |
| 6M | +3.7% | +36.3% | -32.5% | -8.1% |
| YTD | -1.9% | -6.3% | +4.4% | -1.7% |
| 1Y | +0.6% | -9.5% | +10.0% | +2.1% |
| 3Y | +26.4% | +1.6% | +24.8% | +19.3% |
| 5Y | +10.1% | -21.8% | +31.9% | +12.1% |
| 10Y | +301.3% | +183.3% | +118.0% | +147.0% |
| All | +301.3% | +185.3% | +116.0% | +147.0% |
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