+184.5%
FDX vs TYL
+116.1%
+68.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.5% | +0.6% |
| 7D | -2.5% | -3.7% | +1.2% | -1.5% |
| 30D | +3.8% | +18.7% | -14.9% | -1.3% |
| 3M | -1.3% | +18.1% | -19.4% | -6.7% |
| 6M | +5.0% | -1.1% | +6.1% | +4.1% |
| YTD | +39.6% | -19.8% | +59.5% | +46.7% |
| 1Y | +81.1% | -34.3% | +115.4% | +103.3% |
| 3Y | +63.0% | -8.2% | +71.3% | +59.5% |
| 5Y | +65.6% | -25.4% | +91.0% | +69.1% |
| All | +184.5% | +116.1% | +68.4% | +94.6% |
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