+76.9%
FICO vs TYL
-21.3%
+98.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.9% |
| 7D | -0.9% | +6.7% | -7.6% | -4.8% |
| 30D | +3.3% | +26.5% | -23.2% | -10.2% |
| 3M | -31.7% | +37.3% | -69.0% | -42.8% |
| 6M | -34.0% | +31.2% | -65.1% | -43.4% |
| YTD | -58.3% | -7.4% | -51.0% | -57.3% |
| 1Y | -57.9% | -9.6% | -48.4% | -56.4% |
| 3Y | -24.1% | +1.9% | -26.0% | -28.7% |
| All | +76.9% | -21.3% | +98.3% | +76.3% |
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