-40.3%
LULU vs TYL
-39.1%
-1.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | -1.6% | -7.5% | +5.9% | +1.2% |
| 30D | -18.1% | +6.0% | -24.1% | -19.3% |
| 3M | -18.8% | +13.9% | -32.7% | -22.4% |
| 6M | -39.2% | -3.3% | -35.9% | -38.6% |
| YTD | -52.4% | -25.8% | -26.5% | -45.7% |
| 1Y | -40.3% | -39.2% | -1.1% | -27.0% |
| All | -40.3% | -39.1% | -1.2% | -27.0% |
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 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