+14,393.1%
TYL vs LEN
+10,996.9%
+3,396.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +1.8% |
| 7D | +4.3% | +0.7% | +3.6% | +4.1% |
| 30D | +28.0% | +13.0% | +14.9% | +25.1% |
| 3M | +32.3% | +1.9% | +30.4% | +31.6% |
| 6M | +29.9% | -0.7% | +30.6% | +29.3% |
| YTD | -7.1% | -13.8% | +6.7% | -5.8% |
| 1Y | -9.2% | -28.1% | +18.9% | -5.0% |
| 3Y | +0.7% | -22.8% | +23.5% | +2.5% |
| 5Y | -21.1% | -7.4% | -13.7% | -22.6% |
| 10Y | +180.8% | +143.7% | +37.1% | +122.1% |
| All | +14,393.1% | +10,996.9% | +3,396.2% | +6,345.9% |
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 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