-95.2%
FRMI vs TYL
-19.9%
-75.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +1.5% |
| 7D | -39.8% | +6.7% | -46.5% | -37.5% |
| 30D | -60.5% | +26.5% | -87.0% | -55.6% |
| 3M | -74.6% | +37.3% | -111.9% | -70.6% |
| 6M | -71.8% | +31.2% | -102.9% | -67.1% |
| YTD | -80.4% | -7.4% | -73.0% | -81.4% |
| 1Y | -93.9% | -9.6% | -84.3% | -94.3% |
| All | -95.2% | -19.9% | -75.3% | -95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling