+114.4%
FE vs TYL
+116.1%
-1.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.2% |
| 7D | +1.9% | -3.7% | +5.6% | +2.7% |
| 30D | -1.2% | +18.7% | -19.9% | -4.5% |
| 3M | +3.5% | +18.1% | -14.6% | -0.3% |
| 6M | -6.1% | -1.1% | -4.9% | -6.5% |
| YTD | +7.6% | -19.8% | +27.4% | +11.4% |
| 1Y | +11.9% | -34.3% | +46.2% | +21.0% |
| 3Y | +48.4% | -8.2% | +56.7% | +45.5% |
| 5Y | +44.8% | -25.4% | +70.2% | +46.0% |
| All | +114.4% | +116.1% | -1.7% | +72.2% |
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