+19.6%
FLEX vs TYL
-8.1%
+27.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.2% |
| 7D | -13.6% | +4.3% | -17.9% | -10.9% |
| 30D | -36.5% | +28.0% | -64.5% | -26.3% |
| 3M | -36.4% | +32.3% | -68.8% | -24.2% |
| 6M | -46.5% | +29.9% | -76.4% | -34.1% |
| YTD | +25.9% | -7.1% | +33.0% | +41.2% |
| 1Y | +19.6% | -9.2% | +28.8% | +33.1% |
| All | +19.6% | -8.1% | +27.6% | +33.1% |
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 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