+70.0%
FDX vs TYL
-21.3%
+91.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.5% | -2.2% |
| 7D | -1.6% | +6.7% | -8.3% | -3.1% |
| 30D | +6.6% | +26.5% | -19.9% | +0.8% |
| 3M | -2.1% | +37.3% | -39.4% | -9.3% |
| 6M | +2.2% | +31.2% | -29.0% | -5.1% |
| YTD | +33.9% | -7.4% | +41.3% | +36.5% |
| 1Y | +50.2% | -9.6% | +59.8% | +54.3% |
| 3Y | +65.5% | +1.9% | +63.6% | +59.4% |
| All | +70.0% | -21.3% | +91.3% | +68.6% |
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 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