-80.4%
LYFT vs TYL
+64.2%
-144.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.8% |
| 7D | -8.4% | -7.5% | -0.9% | -3.6% |
| 30D | -7.6% | +6.0% | -13.6% | -11.3% |
| 3M | +11.7% | +13.9% | -2.2% | +1.0% |
| 6M | +15.1% | -3.3% | +18.4% | +15.1% |
| YTD | -20.9% | -25.8% | +4.9% | -6.6% |
| 1Y | -16.4% | -39.2% | +22.9% | +13.2% |
| 3Y | +35.2% | -13.2% | +48.4% | +34.5% |
| 5Y | -69.4% | -28.6% | -40.7% | -65.8% |
| All | -80.4% | +64.2% | -144.6% | -82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling