-65.8%
FLUT vs TYL
-34.2%
-31.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -0.7% |
| 7D | -1.6% | -3.7% | +2.0% | -0.3% |
| 30D | +7.7% | +18.7% | -11.0% | +1.1% |
| 3M | -0.7% | +18.1% | -18.8% | -7.1% |
| 6M | -11.2% | -1.1% | -10.0% | -13.7% |
| YTD | -53.4% | -19.8% | -33.6% | -51.0% |
| 1Y | -65.8% | -34.3% | -31.4% | -61.6% |
| All | -65.8% | -34.2% | -31.6% | -61.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling