-71.1%
FLNC vs TYL
-35.6%
-35.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.5% | -6.9% | -7.5% |
| 7D | -4.2% | -8.6% | +4.4% | +0.7% |
| 30D | -20.0% | +7.5% | -27.5% | -24.2% |
| 3M | -56.9% | +10.9% | -67.8% | -61.4% |
| 6M | -35.5% | -6.7% | -28.8% | -35.9% |
| YTD | -48.8% | -24.5% | -24.3% | -42.1% |
| 1Y | +49.3% | -38.6% | +87.9% | +99.8% |
| 3Y | -61.8% | -12.6% | -49.2% | -68.1% |
| All | -71.1% | -35.6% | -35.5% | -64.2% |
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 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