-38.6%
FICO vs TYL
-34.2%
-4.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -4.0% | -12.7% | -14.5% |
| 7D | -19.2% | -3.7% | -15.5% | -17.3% |
| 30D | -14.6% | +18.7% | -33.3% | -21.2% |
| 3M | -20.1% | +18.1% | -38.2% | -26.0% |
| 6M | -36.3% | -1.1% | -35.2% | -37.0% |
| YTD | -44.9% | -19.8% | -25.0% | -44.2% |
| 1Y | -38.6% | -34.3% | -4.3% | -34.5% |
| All | -38.6% | -34.2% | -4.4% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling