+22.6%
FITB vs TYL
-34.2%
+56.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | 0.0% |
| 7D | +0.6% | -3.7% | +4.3% | +0.7% |
| 30D | -4.7% | +18.7% | -23.5% | -5.5% |
| 3M | +6.7% | +18.1% | -11.5% | +5.7% |
| 6M | +12.6% | -1.1% | +13.7% | +12.7% |
| YTD | +19.1% | -19.8% | +38.9% | +22.3% |
| 1Y | +22.6% | -34.3% | +57.0% | +26.5% |
| All | +22.6% | -34.2% | +56.8% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling