-38.4%
FIS vs TYL
+5.0%
-43.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.8% |
| 7D | -21.2% | +15.1% | -36.3% | -25.4% |
| 30D | -12.1% | +30.1% | -42.1% | -20.5% |
| 3M | -30.6% | +40.4% | -71.0% | -39.1% |
| 6M | -35.5% | +31.3% | -66.8% | -42.2% |
| YTD | -54.4% | -5.2% | -49.2% | -55.7% |
| 1Y | -52.9% | -6.6% | -46.3% | -54.1% |
| All | -38.4% | +5.0% | -43.3% | -42.8% |
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