+159.6%
FANG vs TYL
+183.6%
-24.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +4.0% | +0.8% | +3.2% | +3.9% |
| 30D | -5.8% | +21.1% | -26.9% | -9.4% |
| 3M | -6.7% | +28.9% | -35.6% | -11.6% |
| 6M | -6.4% | +42.0% | -48.4% | -13.6% |
| YTD | +25.9% | -6.6% | +32.5% | +26.4% |
| 1Y | +31.1% | -9.1% | +40.2% | +32.4% |
| 3Y | +31.3% | +1.8% | +29.5% | +26.9% |
| 5Y | +108.3% | -22.9% | +131.2% | +112.7% |
| All | +159.6% | +183.6% | -24.0% | +80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling