+2,700.2%
TFC vs TYL
+12,593.6%
-9,893.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.5% |
| 7D | +2.4% | -3.7% | +6.1% | +2.8% |
| 30D | -1.3% | +18.7% | -20.0% | -3.1% |
| 3M | +6.1% | +18.1% | -12.1% | +4.1% |
| 6M | +7.3% | -1.1% | +8.5% | +7.0% |
| YTD | +8.2% | -19.8% | +28.0% | +9.8% |
| 1Y | +14.4% | -34.3% | +48.7% | +18.4% |
| 3Y | +93.7% | -8.2% | +101.9% | +93.3% |
| 5Y | +16.4% | -25.4% | +41.8% | +17.8% |
| 10Y | +101.6% | +115.6% | -14.0% | +84.3% |
| All | +2,700.2% | +12,593.6% | -9,893.5% | +1,859.4% |
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 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