-2.3%
FERG vs TYL
-34.2%
+31.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.0% | +6.3% | +2.2% |
| 7D | 0.0% | -3.7% | +3.6% | -0.2% |
| 30D | -10.2% | +18.7% | -28.9% | -9.7% |
| 3M | -0.6% | +18.1% | -18.7% | 0.0% |
| 6M | -6.5% | -1.1% | -5.4% | -5.6% |
| YTD | +4.2% | -19.8% | +24.0% | +8.4% |
| 1Y | -2.3% | -34.3% | +32.1% | +5.6% |
| All | -2.3% | -34.2% | +31.9% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling