-55.8%
FIG vs TYL
-34.2%
-21.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.0% | -0.3% | -0.7% |
| 7D | -16.3% | -3.7% | -12.6% | -13.4% |
| 30D | -14.3% | +18.7% | -33.1% | -26.2% |
| 3M | +7.2% | +18.1% | -11.0% | -7.7% |
| 6M | -18.6% | -1.1% | -17.5% | -19.7% |
| YTD | -35.5% | -19.8% | -15.6% | -25.2% |
| 1Y | -55.8% | -34.3% | -21.5% | -40.5% |
| All | -55.8% | -34.2% | -21.6% | -40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling