+183.3%
TYL vs LEN
+142.4%
+40.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +0.5% | -6.4% | +6.9% | +2.0% |
| 30D | +25.2% | +15.6% | +9.5% | +20.9% |
| 3M | +31.8% | -0.8% | +32.5% | +31.5% |
| 6M | +36.3% | +0.4% | +35.9% | +35.0% |
| YTD | -6.3% | -14.1% | +7.9% | -4.5% |
| 1Y | -9.5% | -29.6% | +20.2% | -3.3% |
| 3Y | +1.6% | -23.1% | +24.8% | +3.4% |
| 5Y | -21.8% | -8.9% | -12.9% | -25.6% |
| 10Y | +183.3% | +146.2% | +37.1% | +113.3% |
| All | +183.3% | +142.4% | +40.9% | +113.3% |
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