-12.5%
F vs TYL
-22.0%
+9.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.9% |
| 7D | +1.0% | +4.3% | -3.3% | -0.2% |
| 30D | +2.1% | +28.0% | -25.8% | -4.5% |
| 3M | -10.3% | +32.3% | -42.6% | -17.0% |
| 6M | +3.3% | +29.9% | -26.6% | -4.9% |
| YTD | -2.0% | -7.1% | +5.1% | 0.0% |
| 1Y | -2.3% | -9.2% | +6.9% | +0.5% |
| 3Y | +49.9% | +0.7% | +49.2% | +38.5% |
| 5Y | -12.5% | -21.1% | +8.6% | -17.8% |
| All | -12.5% | -22.0% | +9.6% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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