-49.8%
FLUT vs TYL
-23.0%
-26.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -0.7% | +0.8% | -1.5% | -1.0% |
| 30D | +9.3% | +21.1% | -11.9% | +1.1% |
| 3M | -17.5% | +28.9% | -46.4% | -25.8% |
| 6M | -14.6% | +42.0% | -56.6% | -26.2% |
| YTD | -62.3% | -6.6% | -55.7% | -62.0% |
| 1Y | -59.6% | -9.1% | -50.6% | -59.0% |
| 3Y | -45.3% | +1.8% | -47.1% | -47.3% |
| All | -49.8% | -23.0% | -26.8% | -48.6% |
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 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