+2,820.2%
FITB vs TYL
+14,564.8%
-11,744.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.5% |
| 7D | -1.5% | +6.7% | -8.2% | -2.3% |
| 30D | +5.8% | +26.5% | -20.7% | +2.8% |
| 3M | -6.1% | +37.3% | -43.4% | -9.8% |
| 6M | +5.9% | +31.2% | -25.2% | +2.0% |
| YTD | +16.1% | -7.4% | +23.5% | +15.9% |
| 1Y | +28.8% | -9.6% | +38.4% | +29.0% |
| 3Y | +126.0% | +1.9% | +124.1% | +122.2% |
| 5Y | +45.3% | -21.1% | +66.4% | +46.1% |
| 10Y | +255.4% | +171.8% | +83.6% | +211.3% |
| All | +2,820.2% | +14,564.8% | -11,744.6% | +1,743.9% |
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