-16.4%
LVS vs TYL
-37.9%
+21.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.1% |
| 7D | +0.3% | -7.6% | +7.9% | +1.7% |
| 30D | -3.9% | +11.3% | -15.2% | -6.0% |
| 3M | -12.9% | +14.5% | -27.4% | -15.5% |
| 6M | -16.9% | -7.1% | -9.8% | -16.7% |
| YTD | -31.2% | -23.4% | -7.9% | -26.8% |
| 1Y | -16.4% | -38.6% | +22.2% | -14.3% |
| All | -16.4% | -37.9% | +21.5% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling