+494.6%
FERG vs TYL
+174.6%
+320.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.6% | +11.8% | +11.3% |
| 7D | +7.3% | +3.5% | +3.8% | +6.6% |
| 30D | +18.1% | +26.9% | -8.8% | +13.1% |
| 3M | +1.6% | +33.8% | -32.2% | -3.9% |
| 6M | +8.5% | +28.8% | -20.3% | +2.7% |
| YTD | +18.6% | -7.9% | +26.4% | +19.4% |
| 1Y | +5.7% | -9.8% | +15.5% | +6.9% |
| 3Y | +74.0% | +1.2% | +72.8% | +71.6% |
| 5Y | +83.9% | -22.8% | +106.7% | +80.8% |
| 10Y | +494.6% | +168.8% | +325.8% | +451.7% |
| All | +494.6% | +174.6% | +320.0% | +451.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling