-23.6%
FPS vs TYL
+22.0%
-45.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.5% | -9.4% | -10.2% |
| 7D | +21.6% | -1.6% | +23.2% | +20.4% |
| 30D | -38.8% | +22.1% | -60.9% | -28.7% |
| 3M | -42.1% | +33.4% | -75.5% | -28.9% |
| 6M | -48.5% | +36.8% | -85.3% | -34.5% |
| All | -23.6% | +22.0% | -45.6% | -4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling