-93.2%
FRMI vs TYL
-10.1%
-83.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +4.7% | -15.3% | -8.3% |
| 7D | -39.7% | +17.3% | -57.0% | -34.8% |
| 30D | -55.2% | +28.9% | -84.1% | -49.6% |
| 3M | -71.2% | +35.1% | -106.2% | -67.0% |
| 6M | -64.1% | +29.3% | -93.4% | -58.4% |
| YTD | -77.2% | -6.8% | -70.5% | -78.6% |
| 1Y | -93.2% | -9.9% | -83.3% | -93.7% |
| All | -93.2% | -10.1% | -83.1% | -93.7% |
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