+2,105.4%
FIX vs TYL
-25.2%
+2,130.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.9% | +2.5% |
| 7D | +6.0% | -3.7% | +9.7% | +6.6% |
| 30D | -7.2% | +18.7% | -26.0% | -9.8% |
| 3M | -15.9% | +18.1% | -34.0% | -18.9% |
| 6M | +12.7% | -1.1% | +13.9% | +12.7% |
| YTD | +72.8% | -19.8% | +92.6% | +83.2% |
| 1Y | +122.9% | -34.3% | +157.2% | +153.5% |
| 3Y | +774.3% | -8.2% | +782.5% | +753.6% |
| All | +2,105.4% | -25.2% | +2,130.6% | +2,219.2% |
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