+178.4%
FTI vs TYL
+183.3%
-4.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | +5.4% | -1.6% | +7.0% | +5.8% |
| 30D | -8.2% | +22.1% | -30.3% | -12.7% |
| 3M | -13.7% | +33.4% | -47.1% | -19.9% |
| 6M | -11.2% | +36.8% | -48.0% | -18.9% |
| YTD | +46.0% | -6.7% | +52.7% | +46.4% |
| 1Y | +51.8% | -9.2% | +61.0% | +53.4% |
| 3Y | +206.7% | +1.2% | +205.6% | +195.0% |
| 5Y | +862.0% | -23.0% | +885.0% | +884.2% |
| All | +178.4% | +183.3% | -4.9% | +90.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling