-58.3%
FLNC vs TYL
-10.9%
-47.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -4.5% | +11.1% | +7.0% |
| 7D | +6.0% | -7.6% | +13.6% | +6.6% |
| 30D | -16.3% | +11.3% | -27.7% | -17.5% |
| 3M | -54.1% | +14.5% | -68.6% | -55.3% |
| 6M | -25.3% | -7.1% | -18.2% | -24.2% |
| YTD | -44.2% | -23.4% | -20.8% | -40.5% |
| 1Y | +53.1% | -38.6% | +91.7% | +79.9% |
| 3Y | -58.3% | -11.3% | -47.0% | -64.9% |
| All | -58.3% | -10.9% | -47.5% | -64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling