+10.2%
FLEX vs TYL
-9.6%
+19.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.3% | +6.8% | +3.2% |
| 7D | -19.3% | +6.7% | -26.0% | -15.7% |
| 30D | -41.5% | +26.5% | -68.1% | -32.5% |
| 3M | -43.1% | +37.3% | -80.4% | -31.0% |
| 6M | -48.2% | +31.2% | -79.4% | -36.2% |
| YTD | +15.5% | -7.4% | +22.8% | +29.4% |
| 1Y | +10.2% | -9.6% | +19.8% | +22.2% |
| All | +10.2% | -9.6% | +19.8% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling