+86.1%
FICO vs TYL
-20.5%
+106.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | -0.1% |
| 7D | -0.3% | +15.1% | -15.3% | -8.4% |
| 30D | +1.7% | +30.1% | -28.3% | -13.0% |
| 3M | -35.2% | +40.4% | -75.6% | -46.4% |
| 6M | -33.7% | +31.3% | -64.9% | -43.2% |
| YTD | -58.2% | -5.2% | -53.0% | -57.7% |
| 1Y | -56.6% | -6.6% | -50.0% | -55.8% |
| 3Y | -24.0% | +3.4% | -27.4% | -29.2% |
| 5Y | +86.1% | -19.3% | +105.3% | +83.8% |
| All | +86.1% | -20.5% | +106.6% | +83.8% |
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