-12.5%
LUV vs TYL
-28.2%
+15.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -1.4% |
| 7D | +3.1% | -7.6% | +10.7% | +4.8% |
| 30D | -17.4% | +11.3% | -28.7% | -19.6% |
| 3M | -4.9% | +14.5% | -19.4% | -8.4% |
| 6M | -5.7% | -7.1% | +1.4% | -4.7% |
| YTD | -5.2% | -23.4% | +18.2% | +0.2% |
| 1Y | +24.1% | -38.6% | +62.7% | +40.9% |
| 3Y | +39.6% | -11.3% | +50.9% | +36.6% |
| 5Y | -12.5% | -28.0% | +15.5% | -10.2% |
| All | -12.5% | -28.2% | +15.7% | -10.2% |
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 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