+434.6%
FERG vs TYL
+168.7%
+265.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.4% |
| 7D | -2.1% | +6.7% | -8.7% | -3.2% |
| 30D | +8.7% | +26.5% | -17.9% | +4.1% |
| 3M | -7.4% | +37.3% | -44.7% | -12.9% |
| 6M | -6.6% | +31.2% | -37.8% | -11.9% |
| YTD | +6.6% | -7.4% | +13.9% | +7.2% |
| 1Y | -3.6% | -9.6% | +6.0% | -2.5% |
| 3Y | +56.4% | +1.9% | +54.5% | +54.0% |
| 5Y | +67.5% | -21.1% | +88.6% | +64.4% |
| All | +434.6% | +168.7% | +265.9% | +391.5% |
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