+640.4%
FLEX vs TYL
+174.6%
+465.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.6% | +12.6% | +12.2% |
| 7D | -7.2% | +3.5% | -10.7% | -8.3% |
| 30D | -34.8% | +26.9% | -61.7% | -39.4% |
| 3M | -35.6% | +33.8% | -69.4% | -41.7% |
| 6M | -45.0% | +28.8% | -73.9% | -50.8% |
| YTD | +29.4% | -7.9% | +37.3% | +29.5% |
| 1Y | +24.8% | -9.8% | +34.6% | +25.8% |
| 3Y | +304.4% | +1.2% | +303.2% | +271.9% |
| 5Y | +484.1% | -22.8% | +506.9% | +493.6% |
| 10Y | +640.4% | +168.8% | +471.6% | +335.6% |
| All | +640.4% | +174.6% | +465.9% | +335.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling