-40.6%
FIS vs TYL
+0.5%
-41.2%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -29.4% | +3.5% | -32.9% | -30.6% |
| 30D | -16.7% | +26.9% | -43.6% | -24.1% |
| 3M | -33.0% | +33.8% | -66.8% | -40.1% |
| 6M | -33.3% | +28.8% | -62.2% | -39.9% |
| YTD | -56.0% | -7.9% | -48.1% | -56.9% |
| 1Y | -54.6% | -9.8% | -44.8% | -55.3% |
| 3Y | -40.6% | +1.2% | -41.8% | -43.9% |
| All | -40.6% | +0.5% | -41.2% | -43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling