+44.6%
FE vs TYL
+2.6%
+42.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.3% |
| 7D | -1.0% | +6.7% | -7.7% | -1.4% |
| 30D | +4.1% | +26.5% | -22.4% | +2.7% |
| 3M | -1.0% | +37.3% | -38.3% | -2.9% |
| 6M | +4.0% | +31.2% | -27.2% | +2.2% |
| YTD | +6.8% | -7.4% | +14.2% | +8.3% |
| 1Y | +5.3% | -9.6% | +14.8% | +7.0% |
| 3Y | +44.6% | +1.9% | +42.7% | +43.4% |
| All | +44.6% | +2.6% | +42.0% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling