-22.7%
TYL vs LTH
+160.9%
-183.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -3.7% | -0.6% | -3.0% | -3.6% |
| 30D | +18.7% | -4.6% | +23.3% | +19.8% |
| 3M | +18.1% | +32.8% | -14.7% | +10.9% |
| 6M | -1.1% | +64.6% | -65.7% | -12.6% |
| YTD | -19.8% | +62.6% | -82.4% | -29.0% |
| 1Y | -34.3% | +49.9% | -84.3% | -40.8% |
| 3Y | -8.2% | +151.3% | -159.6% | -29.7% |
| All | -22.7% | +160.9% | -183.6% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling