-83.2%
FIG vs TYL
-25.8%
-57.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.6% |
| 7D | -12.6% | +3.5% | -16.1% | -15.2% |
| 30D | -13.8% | +26.9% | -40.7% | -29.1% |
| 3M | -16.7% | +33.8% | -50.5% | -34.1% |
| 6M | -6.1% | +28.8% | -34.9% | -23.7% |
| YTD | -48.1% | -7.9% | -40.2% | -52.8% |
| 1Y | -56.2% | -9.8% | -46.4% | -60.1% |
| All | -83.2% | -25.8% | -57.4% | -88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling