+1,397.3%
FANG vs TYL
+734.9%
+662.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -0.9% |
| 7D | +0.8% | -3.7% | +4.5% | +1.7% |
| 30D | +7.6% | +18.7% | -11.1% | +3.1% |
| 3M | -1.3% | +18.1% | -19.4% | -6.0% |
| 6M | +14.7% | -1.1% | +15.8% | +13.8% |
| YTD | +34.8% | -19.8% | +54.6% | +40.1% |
| 1Y | +42.9% | -34.3% | +77.2% | +56.6% |
| 3Y | +43.8% | -8.2% | +52.0% | +40.7% |
| 5Y | +225.8% | -25.4% | +251.2% | +229.2% |
| 10Y | +171.9% | +115.6% | +56.3% | +83.1% |
| All | +1,397.3% | +734.9% | +662.4% | +549.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling