+424.8%
FLEX vs TYL
-23.0%
+447.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | +7.5% | +0.8% | +6.6% | +7.4% |
| 30D | -25.3% | +21.1% | -46.4% | -27.4% |
| 3M | -39.7% | +28.9% | -68.6% | -42.2% |
| 6M | -47.9% | +42.0% | -89.9% | -51.9% |
| YTD | +24.1% | -6.6% | +30.7% | +29.7% |
| 1Y | +26.0% | -9.1% | +35.0% | +32.8% |
| 3Y | +282.7% | +1.8% | +280.8% | +266.8% |
| All | +424.8% | -23.0% | +447.8% | +449.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling