+948.1%
FIX vs TYL
-21.3%
+969.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.3% | +7.7% | +5.6% |
| 7D | -17.5% | +6.7% | -24.1% | -18.0% |
| 30D | -41.6% | +26.5% | -68.1% | -43.1% |
| 3M | -40.6% | +37.3% | -77.9% | -43.1% |
| 6M | -49.4% | +31.2% | -80.5% | -51.7% |
| YTD | +9.2% | -7.4% | +16.5% | +13.8% |
| 1Y | +6.5% | -9.6% | +16.0% | +11.8% |
| 3Y | +448.7% | +1.9% | +446.8% | +437.2% |
| All | +948.1% | -21.3% | +969.4% | +1,024.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling