+2,054.3%
FLUT vs TYL
+8,249.3%
-6,195.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -1.8% |
| 7D | -1.6% | -3.7% | +2.0% | -1.3% |
| 30D | +7.7% | +18.7% | -11.0% | +6.1% |
| 3M | -0.7% | +18.1% | -18.8% | -2.2% |
| 6M | -11.2% | -1.1% | -10.0% | -11.3% |
| YTD | -53.4% | -19.8% | -33.6% | -52.9% |
| 1Y | -65.8% | -34.3% | -31.4% | -64.9% |
| 3Y | -44.9% | -8.2% | -36.7% | -44.5% |
| 5Y | -49.7% | -25.4% | -24.3% | -49.4% |
| 10Y | -9.7% | +115.6% | -125.3% | -8.9% |
| All | +2,054.3% | +8,249.3% | -6,195.0% | +2,144.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling