-23.8%
FICO vs TYL
+5.0%
-28.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | 0.0% |
| 7D | -0.3% | +15.1% | -15.3% | -8.2% |
| 30D | +1.7% | +30.1% | -28.3% | -12.6% |
| 3M | -35.2% | +40.4% | -75.6% | -46.0% |
| 6M | -33.7% | +31.3% | -64.9% | -42.9% |
| YTD | -58.2% | -5.2% | -53.0% | -58.6% |
| 1Y | -56.6% | -6.6% | -50.0% | -56.7% |
| All | -23.8% | +5.0% | -28.7% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling