-84.3%
FRMI vs TYL
-30.7%
-53.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.0% | +9.4% | +3.8% |
| 7D | +2.4% | -3.7% | +6.1% | +1.1% |
| 30D | -17.3% | +18.7% | -36.0% | -11.8% |
| 3M | -17.2% | +18.1% | -35.3% | -11.1% |
| 6M | -43.4% | -1.1% | -42.2% | -40.0% |
| YTD | -36.0% | -19.8% | -16.2% | -44.3% |
| All | -84.3% | -30.7% | -53.6% | -87.1% |
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 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