-3.0%
TFC vs TYL
-21.3%
+18.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.4% |
| 7D | +1.2% | +6.7% | -5.5% | -0.4% |
| 30D | +8.3% | +26.5% | -18.2% | +2.2% |
| 3M | -5.2% | +37.3% | -42.5% | -12.7% |
| 6M | -0.8% | +31.2% | -32.0% | -8.3% |
| YTD | +3.4% | -7.4% | +10.8% | +4.6% |
| 1Y | +17.0% | -9.6% | +26.6% | +19.2% |
| 3Y | +86.2% | +1.9% | +84.3% | +78.0% |
| All | -3.0% | -21.3% | +18.3% | -4.1% |
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