+4,437.6%
LUV vs TYL
+12,593.6%
-8,156.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.0% | +6.3% | +2.7% |
| 7D | +0.4% | -3.7% | +4.1% | +0.8% |
| 30D | -18.4% | +18.7% | -37.2% | -19.9% |
| 3M | -3.2% | +18.1% | -21.4% | -5.1% |
| 6M | -14.8% | -1.1% | -13.7% | -15.2% |
| YTD | -2.9% | -19.8% | +17.0% | -1.5% |
| 1Y | +29.6% | -34.3% | +63.9% | +34.0% |
| 3Y | +35.2% | -8.2% | +43.4% | +34.6% |
| 5Y | -11.7% | -25.4% | +13.7% | -10.7% |
| 10Y | +21.6% | +115.6% | -94.0% | +10.6% |
| All | +4,437.6% | +12,593.6% | -8,156.0% | +2,758.0% |
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