-26.1%
FLUT vs TYL
+174.6%
-200.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.5% |
| 7D | -6.5% | +3.5% | -10.0% | -7.4% |
| 30D | +2.8% | +26.9% | -24.1% | -3.7% |
| 3M | -13.5% | +33.8% | -47.3% | -20.2% |
| 6M | -19.0% | +28.8% | -47.8% | -24.6% |
| YTD | -61.9% | -7.9% | -54.0% | -61.8% |
| 1Y | -63.2% | -9.8% | -53.5% | -63.0% |
| 3Y | -46.0% | +1.2% | -47.2% | -46.8% |
| 5Y | -51.8% | -22.8% | -29.0% | -52.6% |
| 10Y | -26.1% | +168.8% | -194.9% | -30.2% |
| All | -26.1% | +174.6% | -200.6% | -30.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling