+499.7%
FICO vs TYL
+168.7%
+331.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +1.0% |
| 7D | -0.9% | +6.7% | -7.6% | -5.1% |
| 30D | +3.3% | +26.5% | -23.2% | -11.3% |
| 3M | -31.7% | +37.3% | -69.0% | -43.9% |
| 6M | -34.0% | +31.2% | -65.1% | -44.3% |
| YTD | -58.3% | -7.4% | -51.0% | -57.1% |
| 1Y | -57.9% | -9.6% | -48.4% | -56.0% |
| 3Y | -24.1% | +1.9% | -26.0% | -29.2% |
| 5Y | +85.3% | -21.1% | +106.4% | +97.0% |
| All | +499.7% | +168.7% | +331.0% | +202.1% |
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