+1,000.1%
FLEX vs TYL
+116.1%
+883.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +2.7% |
| 7D | -0.9% | -3.7% | +2.8% | +0.1% |
| 30D | -10.1% | +18.7% | -28.9% | -15.0% |
| 3M | -31.3% | +18.1% | -49.5% | -36.1% |
| 6M | +71.3% | -1.1% | +72.4% | +67.5% |
| YTD | +81.2% | -19.8% | +101.1% | +90.7% |
| 1Y | +98.5% | -34.3% | +132.8% | +126.9% |
| 3Y | +428.2% | -8.2% | +436.5% | +398.4% |
| 5Y | +657.3% | -25.4% | +682.7% | +666.5% |
| All | +1,000.1% | +116.1% | +883.9% | +600.8% |
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