-92.0%
FRMI vs TYL
-19.2%
-72.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +0.1% | +26.6% | +26.8% |
| 7D | +66.2% | +0.8% | +65.4% | +66.9% |
| 30D | -17.4% | +21.1% | -38.5% | -8.8% |
| 3M | -60.5% | +28.9% | -89.4% | -55.1% |
| 6M | -56.5% | +42.0% | -98.5% | -48.6% |
| YTD | -67.4% | -6.6% | -60.8% | -69.0% |
| 1Y | -85.1% | -9.1% | -76.0% | -86.1% |
| All | -92.0% | -19.2% | -72.7% | -92.8% |
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