+34.3%
FANG vs TYL
-10.1%
+44.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.7% | -9.6% | -4.7% |
| 7D | -11.3% | +17.3% | -28.6% | -10.7% |
| 30D | -0.7% | +28.9% | -29.6% | +0.4% |
| 3M | -4.2% | +35.1% | -39.2% | -2.8% |
| 6M | -13.5% | +29.3% | -42.8% | -11.9% |
| YTD | +23.7% | -6.8% | +30.5% | +24.0% |
| 1Y | +34.3% | -9.9% | +44.2% | +35.6% |
| All | +34.3% | -10.1% | +44.4% | +35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling