-54.5%
FIS vs TYL
+168.7%
-223.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -1.3% |
| 7D | -25.5% | +6.7% | -32.1% | -27.9% |
| 30D | -15.1% | +26.5% | -41.6% | -23.7% |
| 3M | -32.1% | +37.3% | -69.4% | -41.3% |
| 6M | -36.1% | +31.2% | -67.2% | -43.8% |
| YTD | -55.4% | -7.4% | -48.0% | -55.1% |
| 1Y | -53.9% | -9.6% | -44.3% | -53.2% |
| 3Y | -39.8% | +1.9% | -41.7% | -43.9% |
| 5Y | -71.1% | -21.1% | -50.0% | -70.9% |
| All | -54.5% | +168.7% | -223.2% | -71.5% |
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