+149.2%
FDX vs TYL
+168.7%
-19.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.5% | -2.1% |
| 7D | -1.6% | +6.7% | -8.3% | -3.4% |
| 30D | +6.6% | +26.5% | -19.9% | -0.3% |
| 3M | -2.1% | +37.3% | -39.4% | -10.8% |
| 6M | +2.2% | +31.2% | -29.0% | -6.6% |
| YTD | +33.9% | -7.4% | +41.3% | +34.8% |
| 1Y | +50.2% | -9.6% | +59.8% | +52.4% |
| 3Y | +65.5% | +1.9% | +63.6% | +57.7% |
| 5Y | +74.1% | -21.1% | +95.2% | +75.9% |
| All | +149.2% | +168.7% | -19.4% | +55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling