+78,251.7%
FICO vs TYL
+14,656.9%
+63,594.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.7% | -7.9% | -3.9% |
| 7D | +0.4% | +17.3% | -16.9% | -1.9% |
| 30D | +1.7% | +28.9% | -27.2% | -1.9% |
| 3M | -33.0% | +35.1% | -68.1% | -35.7% |
| 6M | -33.9% | +29.3% | -63.2% | -36.0% |
| YTD | -58.5% | -6.8% | -51.8% | -58.1% |
| 1Y | -56.4% | -9.9% | -46.5% | -55.7% |
| 3Y | -24.7% | +1.7% | -26.3% | -24.9% |
| 5Y | +83.1% | -21.6% | +104.7% | +87.9% |
| 10Y | +517.2% | +173.5% | +343.7% | +459.7% |
| All | +78,251.7% | +14,656.9% | +63,594.8% | +51,150.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling