+1.7%
LOW vs TYL
-8.1%
+9.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +8.7% | +4.3% | +4.4% | +8.1% |
| 30D | +25.5% | +28.0% | -2.5% | +22.5% |
| 3M | +6.6% | +32.3% | -25.7% | +3.7% |
| 6M | +2.4% | +29.9% | -27.5% | -0.7% |
| YTD | -1.7% | -7.1% | +5.4% | +2.3% |
| 1Y | +1.7% | -9.2% | +10.9% | +7.4% |
| All | +1.7% | -8.1% | +9.7% | +7.4% |
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 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