0.0%
TFC vs TYL
-21.6%
+21.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.3% |
| 7D | +1.7% | +4.3% | -2.6% | +0.7% |
| 30D | +9.0% | +28.0% | -19.0% | +2.5% |
| 3M | -2.1% | +32.3% | -34.5% | -9.1% |
| 6M | +3.4% | +29.9% | -26.6% | -4.1% |
| YTD | +5.3% | -7.1% | +12.4% | +6.4% |
| 1Y | +16.2% | -9.2% | +25.4% | +18.2% |
| 3Y | +94.8% | +0.7% | +94.1% | +87.1% |
| All | 0.0% | -21.6% | +21.6% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling