-51.3%
FLUT vs TYL
-22.0%
-29.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | -1.5% | +4.3% | -5.8% | -3.2% |
| 30D | +3.4% | +28.0% | -24.5% | -6.4% |
| 3M | -12.5% | +32.3% | -44.8% | -22.1% |
| 6M | -18.5% | +29.9% | -48.4% | -27.1% |
| YTD | -61.6% | -7.1% | -54.5% | -61.3% |
| 1Y | -64.1% | -9.2% | -54.9% | -63.5% |
| 3Y | -44.5% | +0.7% | -45.2% | -46.3% |
| 5Y | -51.3% | -21.1% | -30.2% | -51.7% |
| All | -51.3% | -22.0% | -29.2% | -51.7% |
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