-32.8%
FPS vs TYL
+21.1%
-53.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.3% | +9.3% | +5.3% |
| 7D | -24.5% | +6.7% | -31.2% | -20.2% |
| 30D | -52.1% | +26.5% | -78.6% | -43.1% |
| 3M | -48.4% | +37.3% | -85.6% | -35.8% |
| 6M | -54.4% | +31.2% | -85.5% | -42.5% |
| All | -32.8% | +21.1% | -53.9% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling