+34.1%
FITB vs TYL
-10.1%
+44.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.7% | -3.2% | +1.3% |
| 7D | +2.3% | +17.3% | -14.9% | +1.7% |
| 30D | +7.7% | +28.9% | -21.2% | +6.8% |
| 3M | -4.5% | +35.1% | -39.6% | -5.5% |
| 6M | +12.5% | +29.3% | -16.8% | +11.2% |
| YTD | +19.8% | -6.8% | +26.6% | +22.4% |
| 1Y | +34.1% | -9.9% | +44.1% | +38.6% |
| All | +34.1% | -10.1% | +44.2% | +38.6% |
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 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