-72.3%
FLNC vs TYL
-37.0%
-35.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.1% | -3.0% |
| 7D | -5.0% | -11.5% | +6.5% | +1.9% |
| 30D | -26.1% | +3.9% | -30.0% | -28.5% |
| 3M | -55.2% | +10.8% | -66.0% | -60.0% |
| 6M | -42.6% | -5.3% | -37.3% | -43.6% |
| YTD | -51.0% | -26.1% | -24.9% | -43.8% |
| 1Y | +43.3% | -38.5% | +81.9% | +90.1% |
| 3Y | -63.4% | -14.5% | -49.0% | -69.1% |
| All | -72.3% | -37.0% | -35.3% | -65.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling