+86.2%
TFC vs TYL
+2.6%
+83.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.6% |
| 7D | +1.2% | +6.7% | -5.5% | +0.3% |
| 30D | +8.3% | +26.5% | -18.2% | +4.8% |
| 3M | -5.2% | +37.3% | -42.5% | -9.5% |
| 6M | -0.8% | +31.2% | -32.0% | -5.1% |
| YTD | +3.4% | -7.4% | +10.8% | +5.2% |
| 1Y | +17.0% | -9.6% | +26.6% | +19.6% |
| 3Y | +86.2% | +1.9% | +84.3% | +89.4% |
| All | +86.2% | +2.6% | +83.6% | +89.4% |
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 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