+224.4%
FITB vs TYL
+169.5%
+54.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +0.5% | +4.3% | -3.8% | -0.8% |
| 30D | +7.0% | +28.0% | -20.9% | -0.7% |
| 3M | -4.4% | +32.3% | -36.7% | -12.6% |
| 6M | +11.6% | +29.9% | -18.4% | +1.6% |
| YTD | +18.6% | -7.1% | +25.7% | +19.0% |
| 1Y | +29.8% | -9.2% | +39.1% | +31.3% |
| 3Y | +140.7% | +0.7% | +140.0% | +129.3% |
| 5Y | +48.6% | -21.1% | +69.7% | +49.8% |
| 10Y | +224.4% | +180.8% | +43.6% | +116.5% |
| All | +224.4% | +169.5% | +54.9% | +116.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling