-74.9%
LULU vs TYL
-12.9%
-62.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -2.9% |
| 7D | -16.9% | -8.6% | -8.4% | -14.5% |
| 30D | -22.0% | +7.5% | -29.5% | -23.3% |
| 3M | -17.8% | +10.9% | -28.8% | -20.3% |
| 6M | -41.3% | -6.7% | -34.5% | -40.4% |
| YTD | -52.0% | -24.5% | -27.5% | -49.0% |
| 1Y | -39.8% | -38.6% | -1.2% | -33.0% |
| All | -74.9% | -12.9% | -62.0% | -75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling