+5.7%
LVS vs TYL
-29.1%
+34.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.0% |
| 7D | -2.7% | -8.6% | +5.9% | +0.3% |
| 30D | -4.7% | +7.5% | -12.2% | -7.4% |
| 3M | -15.6% | +10.9% | -26.5% | -19.4% |
| 6M | -18.6% | -6.7% | -11.9% | -17.6% |
| YTD | -32.3% | -24.5% | -7.8% | -25.8% |
| 1Y | -18.0% | -38.6% | +20.6% | -2.8% |
| 3Y | -5.8% | -12.6% | +6.8% | -8.8% |
| 5Y | +5.7% | -28.2% | +34.0% | +9.7% |
| All | +5.7% | -29.1% | +34.9% | +9.7% |
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