+3,689.8%
FN vs TYL
+2,131.9%
+1,557.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.0% | +7.2% | +4.7% |
| 7D | -1.7% | -3.7% | +2.0% | -0.4% |
| 30D | -22.0% | +18.7% | -40.7% | -27.8% |
| 3M | -43.0% | +18.1% | -61.1% | -48.3% |
| 6M | -27.7% | -1.1% | -26.6% | -30.9% |
| YTD | -10.5% | -19.8% | +9.3% | -7.3% |
| 1Y | +12.5% | -34.3% | +46.8% | +27.5% |
| 3Y | +153.8% | -8.2% | +162.0% | +135.7% |
| 5Y | +288.0% | -25.4% | +313.4% | +286.8% |
| 10Y | +906.4% | +115.6% | +790.8% | +439.2% |
| All | +3,689.8% | +2,131.9% | +1,557.8% | +256.0% |
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