-37.4%
FISV vs TYL
-23.0%
-14.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +1.4% | +0.8% | +0.6% | +1.0% |
| 30D | +38.4% | +21.1% | +17.3% | +26.4% |
| 3M | +14.9% | +28.9% | -14.0% | +1.4% |
| 6M | +21.8% | +42.0% | -20.2% | +2.6% |
| YTD | -5.0% | -6.6% | +1.5% | -4.4% |
| 1Y | -1.2% | -9.1% | +7.9% | +0.6% |
| 3Y | -47.5% | +1.8% | -49.4% | -47.7% |
| All | -37.4% | -23.0% | -14.3% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling