-52.4%
FIS vs TYL
+183.6%
-236.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.1% |
| 7D | +2.8% | +0.8% | +2.0% | +2.5% |
| 30D | -16.7% | +21.1% | -37.8% | -23.8% |
| 3M | -32.3% | +28.9% | -61.2% | -39.8% |
| 6M | -29.1% | +42.0% | -71.1% | -39.7% |
| YTD | -54.1% | -6.6% | -47.5% | -54.0% |
| 1Y | -53.7% | -9.1% | -44.6% | -53.1% |
| 3Y | -38.8% | +1.8% | -40.7% | -43.0% |
| 5Y | -71.1% | -22.9% | -48.2% | -70.6% |
| All | -52.4% | +183.6% | -236.0% | -71.0% |
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