+105.0%
TFC vs TYL
+116.1%
-11.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.2% |
| 7D | +2.4% | -3.7% | +6.1% | +3.5% |
| 30D | -1.3% | +18.7% | -20.0% | -6.2% |
| 3M | +6.1% | +18.1% | -12.1% | +0.5% |
| 6M | +7.3% | -1.1% | +8.5% | +6.4% |
| YTD | +8.2% | -19.8% | +28.0% | +13.4% |
| 1Y | +14.4% | -34.3% | +48.7% | +27.6% |
| 3Y | +93.7% | -8.2% | +101.9% | +89.9% |
| 5Y | +16.4% | -25.4% | +41.8% | +18.6% |
| All | +105.0% | +116.1% | -11.2% | +49.4% |
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