-36.8%
LVS vs TYL
-8.8%
-28.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -0.8% | +0.8% | -1.7% | -1.0% |
| 30D | +10.0% | +21.1% | -11.1% | +6.0% |
| 3M | -11.0% | +28.9% | -39.9% | -15.5% |
| 6M | -20.1% | +42.0% | -62.2% | -25.9% |
| YTD | -36.3% | -6.6% | -29.8% | -32.4% |
| 1Y | -36.8% | -9.1% | -27.8% | -32.9% |
| All | -36.8% | -8.8% | -28.0% | -32.9% |
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