-11.2%
TYL vs LTH
+183.0%
-194.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +3.5% | +7.0% | -3.5% | +2.0% |
| 30D | +26.9% | +15.4% | +11.5% | +23.0% |
| 3M | +33.8% | +7.0% | +26.8% | +31.6% |
| 6M | +28.8% | +46.9% | -18.0% | +17.9% |
| YTD | -7.9% | +76.4% | -84.3% | -20.0% |
| 1Y | -9.8% | +83.7% | -93.5% | -22.4% |
| 3Y | +1.2% | +248.9% | -247.7% | -28.2% |
| 5Y | -22.8% | +141.8% | -164.6% | -46.9% |
| All | -11.2% | +183.0% | -194.1% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling