+12.2%
LUV vs TYL
+183.6%
-171.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | +1.1% | +0.8% | +0.3% | +0.9% |
| 30D | +14.2% | +21.1% | -6.9% | +8.8% |
| 3M | +0.6% | +28.9% | -28.3% | -6.1% |
| 6M | +15.1% | +42.0% | -27.0% | +3.7% |
| YTD | +10.2% | -6.6% | +16.8% | +10.3% |
| 1Y | +38.4% | -9.1% | +47.5% | +39.7% |
| 3Y | +107.5% | +1.8% | +105.6% | +97.9% |
| 5Y | +1.1% | -22.9% | +24.0% | +2.5% |
| All | +12.2% | +183.6% | -171.4% | -28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling