+2,577.1%
TFC vs TYL
+14,564.8%
-11,987.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.7% |
| 7D | +1.2% | +6.7% | -5.5% | +0.5% |
| 30D | +8.3% | +26.5% | -18.2% | +5.7% |
| 3M | -5.2% | +37.3% | -42.5% | -8.3% |
| 6M | -0.8% | +31.2% | -32.0% | -3.9% |
| YTD | +3.4% | -7.4% | +10.8% | +3.4% |
| 1Y | +17.0% | -9.6% | +26.6% | +17.2% |
| 3Y | +86.2% | +1.9% | +84.3% | +83.6% |
| 5Y | -2.3% | -21.1% | +18.8% | -1.9% |
| 10Y | +93.9% | +171.8% | -77.9% | +73.2% |
| All | +2,577.1% | +14,564.8% | -11,987.7% | +1,744.1% |
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 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