+101.7%
FICO vs TYL
-25.2%
+126.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -4.0% | -12.7% | -14.4% |
| 7D | -19.2% | -3.7% | -15.5% | -17.2% |
| 30D | -14.6% | +18.7% | -33.3% | -22.1% |
| 3M | -20.1% | +18.1% | -38.2% | -26.9% |
| 6M | -36.3% | -1.1% | -35.2% | -35.9% |
| YTD | -44.9% | -19.8% | -25.0% | -38.5% |
| 1Y | -38.6% | -34.3% | -4.3% | -24.1% |
| 3Y | +4.0% | -8.2% | +12.2% | +3.6% |
| All | +101.7% | -25.2% | +126.8% | +105.7% |
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