-7.2%
TYL vs LEN
-24.6%
+17.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.8% |
| 7D | -3.7% | -3.2% | -0.5% | -3.2% |
| 30D | +18.7% | -4.9% | +23.6% | +19.6% |
| 3M | +18.1% | -8.5% | +26.6% | +19.5% |
| 6M | -1.1% | -20.7% | +19.5% | +2.5% |
| YTD | -19.8% | -17.4% | -2.4% | -18.1% |
| 1Y | -34.3% | -38.2% | +3.9% | -28.5% |
| All | -7.2% | -24.6% | +17.4% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling