+75.9%
LUNR vs TYL
-34.2%
+110.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.8% | +0.4% |
| 7D | -3.6% | -3.7% | 0.0% | -4.0% |
| 30D | +5.9% | +18.7% | -12.9% | +7.1% |
| 3M | -56.0% | +18.1% | -74.1% | -55.4% |
| 6M | -20.5% | -1.1% | -19.3% | -14.5% |
| YTD | -8.7% | -19.8% | +11.1% | +9.8% |
| 1Y | +75.9% | -34.3% | +110.2% | +124.2% |
| All | +75.9% | -34.2% | +110.1% | +124.2% |
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