+2,159.9%
FTI vs TYL
+14,175.7%
-12,015.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.8% |
| 7D | +5.3% | -3.7% | +9.0% | +6.3% |
| 30D | +15.3% | +18.7% | -3.4% | +9.6% |
| 3M | +15.8% | +18.1% | -2.4% | +9.2% |
| 6M | +22.6% | -1.1% | +23.7% | +20.9% |
| YTD | +79.5% | -19.8% | +99.4% | +86.2% |
| 1Y | +102.0% | -34.3% | +136.3% | +121.6% |
| 3Y | +315.8% | -8.2% | +324.0% | +306.8% |
| 5Y | +1,129.5% | -25.4% | +1,154.9% | +1,148.1% |
| 10Y | +320.9% | +115.6% | +205.4% | +200.2% |
| All | +2,159.9% | +14,175.7% | -12,015.7% | +508.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling