-86.0%
FLNC vs TYL
-20.8%
-65.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.8% | -9.9% | -9.5% |
| 7D | -10.7% | +4.3% | -15.0% | -12.9% |
| 30D | -33.9% | +28.0% | -61.9% | -43.3% |
| 3M | -61.2% | +32.3% | -93.5% | -67.9% |
| 6M | -79.7% | +29.9% | -109.6% | -83.6% |
| YTD | -75.2% | -7.1% | -68.1% | -75.4% |
| 1Y | -77.5% | -9.2% | -68.2% | -77.3% |
| 3Y | -71.4% | +0.7% | -72.1% | -77.4% |
| 5Y | -85.6% | -21.1% | -64.6% | -84.5% |
| All | -86.0% | -20.8% | -65.2% | -84.8% |
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