+13,361.1%
FISV vs TYL
+14,481.8%
-1,120.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +22.3% | +3.5% | +18.8% | +21.8% |
| 30D | +39.2% | +26.9% | +12.3% | +35.4% |
| 3M | +21.2% | +33.8% | -12.6% | +17.1% |
| 6M | +14.5% | +28.8% | -14.3% | +11.2% |
| YTD | -5.4% | -7.9% | +2.4% | -4.8% |
| 1Y | -0.3% | -9.8% | +9.5% | +0.6% |
| 3Y | -46.8% | +1.2% | -48.0% | -46.7% |
| 5Y | -36.2% | -22.8% | -13.4% | -34.8% |
| 10Y | +26.4% | +168.8% | -142.4% | +15.4% |
| All | +13,361.1% | +14,481.8% | -1,120.8% | +9,047.0% |
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