+7,433.0%
FIX vs TYL
+20,152.7%
-12,719.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +1.7% | -13.3% | -11.9% |
| 7D | -27.2% | +15.1% | -42.3% | -29.2% |
| 30D | -46.9% | +30.1% | -77.0% | -49.6% |
| 3M | -44.4% | +40.4% | -84.8% | -48.2% |
| 6M | -50.9% | +31.3% | -82.2% | -54.3% |
| YTD | +3.5% | -5.2% | +8.7% | +1.1% |
| 1Y | -2.1% | -6.6% | +4.5% | -4.2% |
| 3Y | +418.7% | +3.4% | +415.4% | +394.7% |
| 5Y | +894.6% | -19.3% | +913.8% | +882.4% |
| 10Y | +3,465.5% | +178.1% | +3,287.4% | +2,705.5% |
| All | +7,433.0% | +20,152.7% | -12,719.7% | +2,790.4% |
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