+79.0%
FDX vs TYL
-20.5%
+99.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.5% | -4.2% |
| 7D | +2.9% | +15.1% | -12.2% | -0.4% |
| 30D | +9.6% | +30.1% | -20.4% | +3.0% |
| 3M | +2.4% | +40.4% | -38.0% | -5.8% |
| 6M | +9.2% | +31.3% | -22.1% | +1.5% |
| YTD | +37.7% | -5.2% | +42.9% | +39.5% |
| 1Y | +56.1% | -6.6% | +62.7% | +58.9% |
| 3Y | +68.9% | +3.4% | +65.5% | +62.2% |
| 5Y | +79.0% | -19.3% | +98.2% | +76.5% |
| All | +79.0% | -20.5% | +99.5% | +76.5% |
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