+48.2%
FANG vs TYL
-12.9%
+61.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.6% |
| 7D | -0.4% | -8.6% | +8.2% | +0.2% |
| 30D | +2.4% | +7.5% | -5.1% | +1.9% |
| 3M | +4.9% | +10.9% | -6.0% | +4.1% |
| 6M | +12.0% | -6.7% | +18.8% | +13.1% |
| YTD | +37.1% | -24.5% | +61.6% | +42.3% |
| 1Y | +52.3% | -38.6% | +90.9% | +64.0% |
| All | +48.2% | -12.9% | +61.2% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling