+386.0%
FLEX vs TYL
-20.5%
+406.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.7% | -15.3% | -13.8% |
| 7D | -28.3% | +15.1% | -43.4% | -29.5% |
| 30D | -45.0% | +30.1% | -75.1% | -47.1% |
| 3M | -45.2% | +40.4% | -85.6% | -48.4% |
| 6M | -30.8% | +31.3% | -62.1% | -34.8% |
| YTD | +10.4% | -5.2% | +15.6% | +15.3% |
| 1Y | +2.3% | -6.6% | +8.9% | +7.1% |
| 3Y | +238.9% | +3.4% | +235.5% | +224.3% |
| 5Y | +386.0% | -19.3% | +405.3% | +399.9% |
| All | +386.0% | -20.5% | +406.5% | +399.9% |
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