+11,131.7%
FISV vs TYL
+12,593.6%
-1,462.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.0% |
| 7D | -0.3% | -3.7% | +3.3% | +0.1% |
| 30D | -2.1% | +18.7% | -20.8% | -4.0% |
| 3M | -5.7% | +18.1% | -23.9% | -7.6% |
| 6M | -15.3% | -1.1% | -14.2% | -15.3% |
| YTD | -21.1% | -19.8% | -1.3% | -19.2% |
| 1Y | -61.1% | -34.3% | -26.8% | -59.1% |
| 3Y | -56.8% | -8.2% | -48.6% | -56.3% |
| 5Y | -54.2% | -25.4% | -28.8% | -52.8% |
| 10Y | +1.6% | +115.6% | -114.0% | -5.1% |
| All | +11,131.7% | +12,593.6% | -1,462.0% | +7,659.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling