+50.0%
LULU vs TYL
+101.5%
-51.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | -1.6% | -7.5% | +5.9% | +2.2% |
| 30D | -18.1% | +6.0% | -24.1% | -20.3% |
| 3M | -18.8% | +13.9% | -32.7% | -24.2% |
| 6M | -39.2% | -3.3% | -35.9% | -39.0% |
| YTD | -52.4% | -25.8% | -26.5% | -45.9% |
| 1Y | -40.3% | -39.2% | -1.1% | -24.9% |
| 3Y | -75.1% | -13.2% | -61.9% | -75.5% |
| 5Y | -76.7% | -28.6% | -48.1% | -75.0% |
| All | +50.0% | +101.5% | -51.5% | +1.6% |
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