-23.2%
TYL vs LTH
+132.1%
-155.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.5% |
| 7D | -1.6% | -4.6% | +3.1% | -0.5% |
| 30D | +22.1% | +14.8% | +7.3% | +18.3% |
| 3M | +33.4% | +3.9% | +29.4% | +32.0% |
| 6M | +36.8% | +35.5% | +1.3% | +27.2% |
| YTD | -6.7% | +71.3% | -78.0% | -18.8% |
| 1Y | -9.2% | +75.7% | -84.9% | -21.5% |
| 3Y | +1.2% | +231.9% | -230.8% | -28.4% |
| All | -23.2% | +132.1% | -155.3% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling