+303.6%
FTI vs TYL
-8.1%
+311.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | 0.0% |
| 7D | +5.3% | -3.7% | +9.0% | +5.6% |
| 30D | +15.3% | +18.7% | -3.4% | +13.5% |
| 3M | +15.8% | +18.1% | -2.4% | +13.7% |
| 6M | +22.6% | -1.1% | +23.7% | +23.5% |
| YTD | +79.5% | -19.8% | +99.4% | +88.5% |
| 1Y | +102.0% | -34.3% | +136.3% | +123.3% |
| All | +303.6% | -8.1% | +311.8% | +310.9% |
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