+637.1%
LULU vs TYL
+2,739.3%
-2,102.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.0% | +5.0% |
| 7D | -12.6% | -7.6% | -5.0% | -8.5% |
| 30D | -19.7% | +11.3% | -31.1% | -24.2% |
| 3M | -12.2% | +14.5% | -26.7% | -19.0% |
| 6M | -39.3% | -7.1% | -32.2% | -37.9% |
| YTD | -50.3% | -23.4% | -27.0% | -44.3% |
| 1Y | -38.6% | -38.6% | -0.1% | -22.4% |
| 3Y | -74.0% | -11.3% | -62.7% | -74.5% |
| 5Y | -72.9% | -28.0% | -44.9% | -70.7% |
| 10Y | +56.2% | +104.9% | -48.7% | -10.3% |
| All | +637.1% | +2,739.3% | -2,102.3% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling