+76.2%
FDX vs TYL
-23.0%
+99.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +5.2% | +0.8% | +4.4% | +5.0% |
| 30D | +11.3% | +21.1% | -9.8% | +6.3% |
| 3M | -4.1% | +28.9% | -33.0% | -9.9% |
| 6M | +9.6% | +42.0% | -32.4% | -0.1% |
| YTD | +40.9% | -6.6% | +47.5% | +43.3% |
| 1Y | +53.0% | -9.1% | +62.1% | +57.0% |
| 3Y | +74.1% | +1.8% | +72.2% | +67.8% |
| All | +76.2% | -23.0% | +99.2% | +74.4% |
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