+192.3%
FN vs TYL
-22.4%
+214.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.7% | -10.7% | -6.4% |
| 7D | -7.0% | +17.3% | -24.2% | -8.5% |
| 30D | -24.7% | +28.9% | -53.6% | -27.1% |
| 3M | -35.7% | +35.1% | -70.7% | -38.7% |
| 6M | -52.4% | +29.3% | -81.7% | -54.9% |
| YTD | -25.0% | -6.8% | -18.2% | -21.7% |
| 1Y | -25.7% | -9.9% | -15.8% | -21.5% |
| 3Y | +110.2% | +1.7% | +108.5% | +102.3% |
| 5Y | +192.3% | -21.6% | +213.9% | +198.1% |
| All | +192.3% | -22.4% | +214.7% | +198.1% |
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