+160.3%
FN vs TYL
-8.1%
+168.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.0% | +7.2% | +2.7% |
| 7D | -1.7% | -3.7% | +2.0% | -2.1% |
| 30D | -22.0% | +18.7% | -40.7% | -20.5% |
| 3M | -43.0% | +18.1% | -61.1% | -41.7% |
| 6M | -27.7% | -1.1% | -26.6% | -24.7% |
| YTD | -10.5% | -19.8% | +9.3% | -3.1% |
| 1Y | +12.5% | -34.3% | +46.8% | +28.8% |
| All | +160.3% | -8.1% | +168.5% | +158.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling