+107.2%
FAST vs TYL
-25.2%
+132.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.8% |
| 7D | -0.4% | -3.7% | +3.3% | +0.6% |
| 30D | -0.8% | +18.7% | -19.5% | -5.4% |
| 3M | +5.8% | +18.1% | -12.4% | +0.6% |
| 6M | +8.0% | -1.1% | +9.1% | +7.3% |
| YTD | +25.6% | -19.8% | +45.4% | +32.6% |
| 1Y | +0.8% | -34.3% | +35.1% | +13.7% |
| 3Y | +86.1% | -8.2% | +94.3% | +81.5% |
| All | +107.2% | -25.2% | +132.4% | +105.3% |
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