+37.5%
FCEL vs TYL
-8.8%
+46.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.5% |
| 7D | -2.8% | +0.8% | -3.6% | -2.4% |
| 30D | -31.6% | +21.1% | -52.8% | -25.5% |
| 3M | -52.4% | +28.9% | -81.3% | -46.8% |
| 6M | -51.4% | +42.0% | -93.4% | -46.2% |
| YTD | +32.4% | -6.6% | +39.0% | +65.2% |
| 1Y | +37.5% | -9.1% | +46.6% | +76.3% |
| All | +37.5% | -8.8% | +46.3% | +76.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling