-23.1%
TYL vs LEN
-13.2%
-9.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.8% | -5.8% | +6.6% | +2.6% |
| 30D | +21.1% | +13.7% | +7.4% | +16.1% |
| 3M | +28.9% | -3.9% | +32.8% | +29.8% |
| 6M | +42.0% | -0.4% | +42.4% | +40.3% |
| YTD | -6.6% | -16.8% | +10.3% | -3.4% |
| 1Y | -9.1% | -29.5% | +20.4% | -0.3% |
| 3Y | +1.8% | -25.6% | +27.4% | +0.8% |
| All | -23.1% | -13.2% | -9.9% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling