-83.9%
FIG vs TYL
-25.2%
-58.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.6% |
| 7D | -11.4% | +4.3% | -15.7% | -14.6% |
| 30D | -17.2% | +28.0% | -45.2% | -32.4% |
| 3M | -26.6% | +32.3% | -59.0% | -41.5% |
| 6M | -9.8% | +29.9% | -39.7% | -27.2% |
| YTD | -50.1% | -7.1% | -43.0% | -54.9% |
| 1Y | -58.1% | -9.2% | -48.8% | -62.1% |
| All | -83.9% | -25.2% | -58.7% | -88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling