+9.8%
LOW vs TYL
-25.2%
+35.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +2.4% |
| 7D | -1.7% | -3.7% | +2.0% | -0.7% |
| 30D | -7.0% | +18.7% | -25.8% | -11.8% |
| 3M | -0.9% | +18.1% | -19.0% | -6.1% |
| 6M | -20.1% | -1.1% | -19.0% | -20.6% |
| YTD | -13.9% | -19.8% | +5.9% | -8.7% |
| 1Y | -21.1% | -34.3% | +13.2% | -10.0% |
| 3Y | -6.6% | -8.2% | +1.6% | -9.0% |
| All | +9.8% | -25.2% | +35.0% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling