-37.4%
FIS vs TYL
+116.1%
-153.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | +0.8% |
| 7D | +1.1% | -3.7% | +4.8% | +2.7% |
| 30D | -2.2% | +18.7% | -21.0% | -9.3% |
| 3M | +2.1% | +18.1% | -16.0% | -5.2% |
| 6M | -14.7% | -1.1% | -13.5% | -15.0% |
| YTD | -35.7% | -19.8% | -15.9% | -30.7% |
| 1Y | -37.1% | -34.3% | -2.7% | -26.5% |
| 3Y | -20.0% | -8.2% | -11.8% | -21.6% |
| 5Y | -62.1% | -25.4% | -36.7% | -60.8% |
| All | -37.4% | +116.1% | -153.5% | -57.1% |
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