-51.2%
LULU vs TYL
-34.2%
-17.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -4.0% | -13.4% | -15.9% |
| 7D | -16.7% | -3.7% | -13.0% | -15.3% |
| 30D | -18.5% | +18.7% | -37.3% | -22.8% |
| 3M | -19.5% | +18.1% | -37.6% | -24.1% |
| 6M | -41.9% | -1.1% | -40.8% | -41.8% |
| YTD | -51.6% | -19.8% | -31.8% | -47.5% |
| 1Y | -51.2% | -34.3% | -16.9% | -47.9% |
| All | -51.2% | -34.2% | -17.0% | -47.9% |
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 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