-52.0%
FIS vs TYL
+185.3%
-237.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.9% | +5.8% | +6.3% |
| 7D | +1.5% | +0.5% | +1.0% | +1.3% |
| 30D | -11.8% | +25.2% | -37.0% | -20.4% |
| 3M | -28.5% | +31.8% | -60.3% | -37.1% |
| 6M | -27.0% | +36.3% | -63.3% | -36.9% |
| YTD | -53.1% | -6.3% | -46.8% | -53.0% |
| 1Y | -52.8% | -9.5% | -43.3% | -52.1% |
| 3Y | -37.5% | +1.6% | -39.1% | -41.7% |
| 5Y | -71.1% | -21.8% | -49.3% | -70.8% |
| 10Y | -52.0% | +183.3% | -235.3% | -70.7% |
| All | -52.0% | +185.3% | -237.3% | -70.7% |
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