+77.6%
LUNR vs TYL
-39.5%
+117.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.2% | -4.9% |
| 7D | +0.5% | -8.6% | +9.1% | -0.3% |
| 30D | -5.3% | +7.5% | -12.9% | -5.0% |
| 3M | -45.6% | +10.9% | -56.5% | -45.2% |
| 6M | -17.4% | -6.7% | -10.7% | -11.7% |
| YTD | -7.9% | -24.5% | +16.6% | +10.6% |
| 1Y | +77.6% | -38.6% | +116.3% | +131.9% |
| All | +77.6% | -39.5% | +117.1% | +131.9% |
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