-46.8%
FISV vs TYL
+0.5%
-47.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | +22.3% | +3.5% | +18.8% | +20.0% |
| 30D | +39.2% | +26.9% | +12.3% | +22.1% |
| 3M | +21.2% | +33.8% | -12.6% | +2.5% |
| 6M | +14.5% | +28.8% | -14.3% | -1.5% |
| YTD | -5.4% | -7.9% | +2.4% | -3.1% |
| 1Y | -0.3% | -9.8% | +9.5% | +3.1% |
| 3Y | -46.8% | +1.2% | -48.0% | -41.3% |
| All | -46.8% | +0.5% | -47.3% | -41.3% |
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