+182.5%
FANG vs TYL
+100.8%
+81.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.8% |
| 7D | +1.2% | -11.5% | +12.8% | +3.6% |
| 30D | +2.4% | +3.9% | -1.5% | +1.4% |
| 3M | +5.1% | +10.8% | -5.7% | +2.2% |
| 6M | +16.4% | -5.3% | +21.7% | +16.7% |
| YTD | +39.0% | -26.1% | +65.1% | +46.4% |
| 1Y | +50.6% | -38.5% | +89.2% | +65.6% |
| 3Y | +46.9% | -14.5% | +61.4% | +46.4% |
| 5Y | +238.2% | -28.9% | +267.1% | +244.6% |
| All | +182.5% | +100.8% | +81.7% | +108.5% |
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