+1,685.4%
FLUT vs TYL
+9,770.9%
-8,085.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.3% |
| 7D | +4.8% | +15.1% | -10.3% | +3.4% |
| 30D | +8.8% | +30.1% | -21.2% | +6.2% |
| 3M | -10.7% | +40.4% | -51.1% | -13.5% |
| 6M | -19.7% | +31.3% | -51.0% | -21.8% |
| YTD | -61.4% | -5.2% | -56.2% | -61.6% |
| 1Y | -61.6% | -6.6% | -55.0% | -61.7% |
| 3Y | -51.4% | +3.4% | -54.8% | -51.7% |
| 5Y | -51.0% | -19.3% | -31.7% | -51.5% |
| 10Y | -25.2% | +178.1% | -203.3% | -25.7% |
| All | +1,685.4% | +9,770.9% | -8,085.4% | +1,730.6% |
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 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