+211.6%
FTI vs TYL
+1.3%
+210.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +4.3% | +0.8% | +3.5% | +4.3% |
| 30D | -4.7% | +21.1% | -25.8% | -5.8% |
| 3M | -13.5% | +28.9% | -42.4% | -15.1% |
| 6M | -8.7% | +42.0% | -50.7% | -11.5% |
| YTD | +49.0% | -6.6% | +55.6% | +55.3% |
| 1Y | +54.0% | -9.1% | +63.1% | +61.5% |
| 3Y | +211.6% | +1.8% | +209.8% | +220.7% |
| All | +211.6% | +1.3% | +210.3% | +220.7% |
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