+115.4%
TYL vs LEN
+109.8%
+5.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.8% |
| 7D | -3.7% | -3.2% | -0.5% | -3.0% |
| 30D | +18.7% | -4.9% | +23.6% | +20.0% |
| 3M | +18.1% | -8.5% | +26.6% | +20.2% |
| 6M | -1.1% | -20.7% | +19.5% | +3.6% |
| YTD | -19.8% | -17.4% | -2.4% | -17.3% |
| 1Y | -34.3% | -38.2% | +3.9% | -27.4% |
| 3Y | -8.2% | -24.9% | +16.6% | -5.9% |
| 5Y | -25.4% | -11.4% | -14.0% | -28.3% |
| All | +115.4% | +109.8% | +5.7% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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