+78.0%
FERG vs TYL
-23.0%
+101.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +9.7% | +0.8% | +8.9% | +9.5% |
| 30D | +15.0% | +21.1% | -6.1% | +9.6% |
| 3M | +3.8% | +28.9% | -25.2% | -3.1% |
| 6M | +10.6% | +42.0% | -31.4% | -0.3% |
| YTD | +17.0% | -6.6% | +23.6% | +19.0% |
| 1Y | +7.1% | -9.1% | +16.2% | +9.9% |
| 3Y | +67.7% | +1.8% | +65.9% | +62.8% |
| All | +78.0% | -23.0% | +101.1% | +77.9% |
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 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