-83.7%
FIG vs TYL
-25.4%
-58.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +3.7% |
| 7D | -13.1% | +6.7% | -19.8% | -17.6% |
| 30D | -13.0% | +26.5% | -39.5% | -28.3% |
| 3M | -21.5% | +37.3% | -58.8% | -39.1% |
| 6M | -2.5% | +31.2% | -33.6% | -21.6% |
| YTD | -49.7% | -7.4% | -42.3% | -54.4% |
| 1Y | -59.1% | -9.6% | -49.5% | -62.9% |
| All | -83.7% | -25.4% | -58.3% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling