+651.7%
FLEX vs TYL
+185.3%
+466.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +3.6% |
| 7D | +2.2% | +0.5% | +1.7% | +2.0% |
| 30D | -32.6% | +25.2% | -57.8% | -37.2% |
| 3M | -35.5% | +31.8% | -67.3% | -41.3% |
| 6M | -45.6% | +36.3% | -81.8% | -52.1% |
| YTD | +30.7% | -6.3% | +37.0% | +30.3% |
| 1Y | +28.4% | -9.5% | +37.8% | +29.7% |
| 3Y | +301.7% | +1.6% | +300.0% | +270.2% |
| 5Y | +473.3% | -21.8% | +495.0% | +481.4% |
| 10Y | +651.7% | +183.3% | +468.5% | +335.1% |
| All | +651.7% | +185.3% | +466.5% | +335.1% |
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