-39.8%
FIS vs TYL
+2.6%
-42.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -1.5% |
| 7D | -25.5% | +6.7% | -32.1% | -27.5% |
| 30D | -15.1% | +26.5% | -41.6% | -22.5% |
| 3M | -32.1% | +37.3% | -69.4% | -40.0% |
| 6M | -36.1% | +31.2% | -67.2% | -42.7% |
| YTD | -55.4% | -7.4% | -48.0% | -56.4% |
| 1Y | -53.9% | -9.6% | -44.3% | -54.6% |
| 3Y | -39.8% | +1.9% | -41.7% | -43.6% |
| All | -39.8% | +2.6% | -42.3% | -43.6% |
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