-59.1%
FIG vs TYL
-9.6%
-49.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +3.9% |
| 7D | -13.1% | +6.7% | -19.8% | -18.0% |
| 30D | -13.0% | +26.5% | -39.5% | -29.6% |
| 3M | -21.5% | +37.3% | -58.8% | -40.6% |
| 6M | -2.5% | +31.2% | -33.6% | -23.2% |
| YTD | -49.7% | -7.4% | -42.3% | -53.4% |
| 1Y | -59.1% | -9.6% | -49.5% | -62.2% |
| All | -59.1% | -9.6% | -49.5% | -62.2% |
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