+363.2%
FERG vs TYL
+115.8%
+247.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.0% | +6.3% | +3.0% |
| 7D | 0.0% | -3.7% | +3.6% | +0.6% |
| 30D | -10.2% | +18.7% | -28.9% | -13.1% |
| 3M | -0.6% | +18.1% | -18.7% | -4.1% |
| 6M | -6.5% | -1.1% | -5.4% | -7.0% |
| YTD | +4.2% | -19.8% | +24.0% | +7.7% |
| 1Y | -2.3% | -34.3% | +32.1% | +5.6% |
| 3Y | +48.5% | -8.2% | +56.7% | +49.1% |
| 5Y | +72.0% | -25.4% | +97.4% | +72.5% |
| All | +363.2% | +115.8% | +247.4% | +333.9% |
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