-77.2%
LULU vs TYL
-30.1%
-47.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -1.9% |
| 7D | -20.4% | -11.5% | -8.9% | -15.5% |
| 30D | -22.9% | +3.9% | -26.8% | -24.1% |
| 3M | -18.5% | +10.8% | -29.3% | -22.7% |
| 6M | -41.8% | -5.3% | -36.5% | -40.9% |
| YTD | -53.4% | -26.1% | -27.3% | -47.0% |
| 1Y | -40.9% | -38.5% | -2.3% | -26.4% |
| 3Y | -75.6% | -14.5% | -61.1% | -76.3% |
| 5Y | -77.2% | -28.9% | -48.4% | -75.7% |
| All | -77.2% | -30.1% | -47.1% | -75.7% |
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