+4,785.6%
FLEX vs TYL
+7,384.7%
-2,599.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.7% | -15.3% | -13.9% |
| 7D | -28.3% | +15.1% | -43.4% | -30.0% |
| 30D | -45.0% | +30.1% | -75.1% | -47.5% |
| 3M | -45.2% | +40.4% | -85.6% | -48.5% |
| 6M | -30.8% | +31.3% | -62.1% | -35.1% |
| YTD | +10.4% | -5.2% | +15.6% | +8.2% |
| 1Y | +2.3% | -6.6% | +8.9% | +0.3% |
| 3Y | +238.9% | +3.4% | +235.5% | +224.9% |
| 5Y | +386.0% | -19.3% | +405.3% | +382.1% |
| 10Y | +551.1% | +178.1% | +373.0% | +437.5% |
| All | +4,785.6% | +7,384.7% | -2,599.1% | +2,726.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling