+225.6%
FANG vs TYL
-29.1%
+254.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | +2.9% | -7.5% | +10.4% | +3.8% |
| 30D | +2.6% | +6.0% | -3.4% | +1.8% |
| 3M | +7.6% | +13.9% | -6.4% | +5.4% |
| 6M | +17.3% | -3.3% | +20.7% | +17.4% |
| YTD | +38.7% | -25.8% | +64.5% | +44.3% |
| 1Y | +51.6% | -39.2% | +90.9% | +63.5% |
| 3Y | +50.0% | -13.2% | +63.1% | +50.1% |
| All | +225.6% | -29.1% | +254.7% | +240.8% |
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