+12,769.2%
FIX vs TYL
+16,268.0%
-3,498.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.5% | +6.8% | +3.2% |
| 7D | +6.1% | -7.6% | +13.7% | +7.5% |
| 30D | -2.7% | +11.3% | -14.0% | -4.8% |
| 3M | -10.9% | +14.5% | -25.4% | -14.1% |
| 6M | +29.0% | -7.1% | +36.1% | +28.2% |
| YTD | +76.9% | -23.4% | +100.3% | +80.7% |
| 1Y | +130.7% | -38.6% | +169.3% | +145.1% |
| 3Y | +790.7% | -11.3% | +802.0% | +778.0% |
| 5Y | +2,185.6% | -28.0% | +2,213.5% | +2,220.3% |
| 10Y | +5,993.3% | +104.9% | +5,888.4% | +4,993.0% |
| All | +12,769.2% | +16,268.0% | -3,498.8% | +5,066.0% |
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