-51.0%
FLUT vs TYL
-21.3%
-29.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.7% | -0.6% |
| 7D | -1.1% | +6.7% | -7.7% | -3.6% |
| 30D | +7.7% | +26.5% | -18.8% | -2.1% |
| 3M | -12.2% | +37.3% | -49.4% | -22.9% |
| 6M | -17.6% | +31.2% | -48.7% | -26.5% |
| YTD | -62.0% | -7.4% | -54.7% | -61.6% |
| 1Y | -62.3% | -9.6% | -52.7% | -61.6% |
| 3Y | -52.0% | +1.9% | -53.9% | -53.7% |
| All | -51.0% | -21.3% | -29.7% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling