+5,204.9%
LUV vs TYL
+14,603.2%
-9,398.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | +6.6% | +4.3% | +2.3% | +6.2% |
| 30D | +11.2% | +28.0% | -16.8% | +8.4% |
| 3M | +3.6% | +32.3% | -28.7% | +0.5% |
| 6M | +13.1% | +29.9% | -16.8% | +9.6% |
| YTD | +13.6% | -7.1% | +20.7% | +13.3% |
| 1Y | +44.4% | -9.2% | +53.6% | +44.3% |
| 3Y | +113.2% | +0.7% | +112.5% | +110.1% |
| 5Y | +1.5% | -21.1% | +22.6% | +1.9% |
| 10Y | +20.2% | +180.8% | -160.7% | +6.5% |
| All | +5,204.9% | +14,603.2% | -9,398.2% | +3,188.1% |
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