+46.2%
FE vs TYL
-22.0%
+68.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -0.5% | +4.3% | -4.8% | -1.0% |
| 30D | +4.3% | +28.0% | -23.6% | +1.5% |
| 3M | +0.4% | +32.3% | -31.9% | -2.8% |
| 6M | +6.9% | +29.9% | -23.0% | +3.4% |
| YTD | +8.0% | -7.1% | +15.1% | +8.9% |
| 1Y | +4.8% | -9.2% | +14.0% | +6.0% |
| 3Y | +49.0% | +0.7% | +48.2% | +46.5% |
| 5Y | +46.2% | -21.1% | +67.3% | +43.6% |
| All | +46.2% | -22.0% | +68.3% | +43.6% |
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