+49.0%
FE vs TYL
-25.2%
+74.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.1% |
| 7D | +1.9% | -3.7% | +5.6% | +2.4% |
| 30D | -1.2% | +18.7% | -19.9% | -3.1% |
| 3M | +3.5% | +18.1% | -14.6% | +1.3% |
| 6M | -6.1% | -1.1% | -4.9% | -6.2% |
| YTD | +7.6% | -19.8% | +27.4% | +10.3% |
| 1Y | +11.9% | -34.3% | +46.2% | +18.2% |
| 3Y | +48.4% | -8.2% | +56.7% | +47.0% |
| All | +49.0% | -25.2% | +74.2% | +44.0% |
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