+22.4%
LUNR vs TYL
-23.9%
+46.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.0% |
| 7D | +12.7% | +4.3% | +8.4% | +11.8% |
| 30D | -10.5% | +28.0% | -38.4% | -14.3% |
| 3M | -25.2% | +32.3% | -57.5% | -29.4% |
| 6M | -59.2% | +29.9% | -89.1% | -61.9% |
| YTD | -27.2% | -7.1% | -20.1% | -24.9% |
| 1Y | +19.7% | -9.2% | +28.9% | +24.5% |
| 3Y | +314.4% | +0.7% | +313.7% | +336.6% |
| All | +22.4% | -23.9% | +46.2% | +21.5% |
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 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