+81.3%
FN vs TYL
+5.0%
+76.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +1.7% | -15.9% | -13.8% |
| 7D | -16.0% | +15.1% | -31.1% | -12.9% |
| 30D | -40.1% | +30.1% | -70.2% | -36.3% |
| 3M | -43.9% | +40.4% | -84.3% | -39.6% |
| 6M | -55.6% | +31.3% | -86.9% | -51.9% |
| YTD | -35.7% | -5.2% | -30.5% | -26.9% |
| 1Y | -39.8% | -6.6% | -33.2% | -31.5% |
| All | +81.3% | +5.0% | +76.3% | +91.9% |
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