-9.2%
TYL vs LEN
-27.0%
+17.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +1.5% |
| 7D | +4.3% | +0.7% | +3.6% | +4.2% |
| 30D | +28.0% | +13.0% | +14.9% | +26.3% |
| 3M | +32.3% | +1.9% | +30.4% | +31.2% |
| 6M | +29.9% | -0.7% | +30.6% | +28.7% |
| YTD | -7.1% | -13.8% | +6.7% | -9.2% |
| 1Y | -9.2% | -28.1% | +18.9% | -7.8% |
| All | -9.2% | -27.0% | +17.8% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling