+1,698.0%
FTI vs TYL
+16,392.5%
-14,694.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +3.8% |
| 7D | -7.6% | +6.7% | -14.3% | -9.4% |
| 30D | -7.1% | +26.5% | -33.7% | -13.5% |
| 3M | -8.7% | +37.3% | -46.0% | -17.3% |
| 6M | -14.0% | +31.2% | -45.1% | -22.0% |
| YTD | +42.8% | -7.4% | +50.2% | +41.2% |
| 1Y | +50.4% | -9.6% | +59.9% | +49.6% |
| 3Y | +194.1% | +1.9% | +192.2% | +178.3% |
| 5Y | +775.2% | -21.1% | +796.3% | +771.0% |
| 10Y | +189.2% | +171.8% | +17.4% | +91.7% |
| All | +1,698.0% | +16,392.5% | -14,694.6% | +361.3% |
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