-93.4%
FRMI vs TYL
-8.8%
-84.6%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +5.5% |
| 7D | -24.7% | +3.5% | -28.2% | -23.1% |
| 30D | -51.6% | +26.9% | -78.5% | -45.9% |
| 3M | -73.1% | +33.8% | -107.0% | -69.3% |
| 6M | -68.3% | +28.8% | -97.1% | -63.4% |
| YTD | -79.3% | -7.9% | -71.4% | -80.6% |
| All | -93.4% | -8.8% | -84.6% | -94.0% |
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 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