+46.3%
FE vs TYL
-20.5%
+66.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.4% |
| 7D | +0.6% | +15.1% | -14.5% | -1.0% |
| 30D | +6.4% | +30.1% | -23.6% | +3.4% |
| 3M | -0.5% | +40.4% | -40.8% | -4.3% |
| 6M | +4.7% | +31.3% | -26.5% | +1.2% |
| YTD | +8.4% | -5.2% | +13.6% | +9.0% |
| 1Y | +7.2% | -6.6% | +13.8% | +8.0% |
| 3Y | +44.9% | +3.4% | +41.5% | +42.1% |
| 5Y | +46.3% | -19.3% | +65.6% | +42.5% |
| All | +46.3% | -20.5% | +66.8% | +42.5% |
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