+71.5%
FERG vs TYL
-25.2%
+96.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.0% | +6.3% | +3.3% |
| 7D | 0.0% | -3.7% | +3.6% | +0.9% |
| 30D | -10.2% | +18.7% | -28.9% | -14.3% |
| 3M | -0.6% | +18.1% | -18.7% | -5.6% |
| 6M | -6.5% | -1.1% | -5.4% | -7.1% |
| YTD | +4.2% | -19.8% | +24.0% | +10.3% |
| 1Y | -2.3% | -34.3% | +32.1% | +11.2% |
| 3Y | +48.5% | -8.2% | +56.7% | +47.0% |
| All | +71.5% | -25.2% | +96.7% | +69.7% |
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 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