-64.1%
FLUT vs TYL
-8.1%
-56.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | -1.5% | +4.3% | -5.8% | -3.1% |
| 30D | +3.4% | +28.0% | -24.5% | -5.8% |
| 3M | -12.5% | +32.3% | -44.8% | -21.5% |
| 6M | -18.5% | +29.9% | -48.4% | -27.1% |
| YTD | -61.6% | -7.1% | -54.5% | -62.7% |
| 1Y | -64.1% | -9.2% | -54.9% | -64.9% |
| All | -64.1% | -8.1% | -56.1% | -64.9% |
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