-86.6%
FLNC vs TYL
-20.3%
-66.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -11.2% | +0.8% | -12.0% | -11.6% |
| 30D | -24.6% | +21.1% | -45.8% | -33.1% |
| 3M | -64.6% | +28.9% | -93.5% | -70.2% |
| 6M | -78.8% | +42.0% | -120.8% | -83.9% |
| YTD | -76.3% | -6.6% | -69.8% | -76.6% |
| 1Y | -71.2% | -9.1% | -62.1% | -70.9% |
| 3Y | -71.9% | +1.8% | -73.7% | -78.0% |
| 5Y | -87.5% | -22.9% | -64.6% | -86.1% |
| All | -86.6% | -20.3% | -66.3% | -85.6% |
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