+8,419.6%
FIX vs TYL
+19,815.3%
-11,395.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +4.7% | -19.8% | -15.9% |
| 7D | -18.9% | +17.3% | -36.2% | -21.3% |
| 30D | -36.3% | +28.9% | -65.2% | -39.4% |
| 3M | -38.5% | +35.1% | -73.6% | -42.3% |
| 6M | -42.3% | +29.3% | -71.6% | -46.1% |
| YTD | +17.1% | -6.8% | +23.9% | +14.7% |
| 1Y | +14.4% | -9.9% | +24.3% | +12.7% |
| 3Y | +486.7% | +1.7% | +485.0% | +461.3% |
| 5Y | +1,083.7% | -21.6% | +1,105.3% | +1,075.5% |
| 10Y | +3,932.4% | +173.5% | +3,759.0% | +3,083.4% |
| All | +8,419.6% | +19,815.3% | -11,395.7% | +3,179.7% |
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