+14,355.3%
TYL vs LEN
+11,263.3%
+3,092.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.7% |
| 7D | +6.7% | +2.1% | +4.6% | +6.2% |
| 30D | +26.5% | +16.6% | +10.0% | +23.1% |
| 3M | +37.3% | +5.3% | +32.0% | +35.7% |
| 6M | +31.2% | -0.8% | +31.9% | +30.6% |
| YTD | -7.4% | -11.7% | +4.4% | -6.4% |
| 1Y | -9.6% | -24.6% | +15.0% | -6.1% |
| 3Y | +1.9% | -18.7% | +20.6% | +2.8% |
| 5Y | -21.1% | -4.4% | -16.7% | -23.1% |
| 10Y | +171.8% | +152.2% | +19.6% | +113.7% |
| All | +14,355.3% | +11,263.3% | +3,092.0% | +6,305.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling