-56.5%
FISV vs TYL
-28.2%
-28.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.4% | -1.9% |
| 7D | -1.6% | -7.6% | +6.0% | +2.1% |
| 30D | -3.0% | +11.3% | -14.3% | -8.0% |
| 3M | -3.5% | +14.5% | -18.0% | -9.9% |
| 6M | -19.4% | -7.1% | -12.3% | -17.4% |
| YTD | -24.3% | -23.4% | -0.9% | -16.1% |
| 1Y | -62.4% | -38.6% | -23.8% | -53.4% |
| 3Y | -58.2% | -11.3% | -46.9% | -55.3% |
| 5Y | -56.5% | -28.0% | -28.6% | -53.7% |
| All | -56.5% | -28.2% | -28.4% | -53.7% |
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