+105.0%
FAST vs TYL
-20.5%
+125.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.0% |
| 7D | +0.7% | +15.1% | -14.4% | -2.9% |
| 30D | +4.6% | +30.1% | -25.4% | -2.2% |
| 3M | +6.4% | +40.4% | -34.0% | -3.0% |
| 6M | +20.6% | +31.3% | -10.7% | +11.2% |
| YTD | +34.7% | -5.2% | +39.9% | +35.8% |
| 1Y | +29.7% | -6.6% | +36.3% | +31.4% |
| 3Y | +89.9% | +3.4% | +86.5% | +80.8% |
| 5Y | +105.0% | -19.3% | +124.2% | +102.9% |
| All | +105.0% | -20.5% | +125.5% | +102.9% |
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 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