+541.4%
FICO vs TYL
+183.6%
+357.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +2.2% | +0.8% | +1.4% | +1.7% |
| 30D | +0.1% | +21.1% | -21.0% | -11.8% |
| 3M | -35.2% | +28.9% | -64.1% | -44.6% |
| 6M | -32.4% | +42.0% | -74.4% | -45.7% |
| YTD | -57.4% | -6.6% | -50.8% | -56.3% |
| 1Y | -58.5% | -9.1% | -49.5% | -56.8% |
| 3Y | -28.9% | +1.8% | -30.7% | -33.6% |
| 5Y | +91.7% | -22.9% | +114.6% | +107.4% |
| All | +541.4% | +183.6% | +357.8% | +212.9% |
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 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