-0.9%
LUV vs TYL
-22.8%
+21.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.7% | +4.3% |
| 7D | +5.3% | +3.5% | +1.8% | +4.5% |
| 30D | +11.1% | +26.9% | -15.8% | +5.4% |
| 3M | -1.1% | +33.8% | -35.0% | -7.8% |
| 6M | +13.1% | +28.8% | -15.7% | +5.8% |
| YTD | +13.5% | -7.9% | +21.4% | +15.2% |
| 1Y | +45.2% | -9.8% | +55.0% | +48.2% |
| 3Y | +111.4% | +1.2% | +110.2% | +102.4% |
| 5Y | -0.9% | -22.8% | +21.9% | +2.6% |
| All | -0.9% | -22.8% | +21.9% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling