+168.8%
TYL vs FDS
+135.1%
+33.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +3.5% | -5.0% | +8.5% | +6.1% |
| 30D | +26.9% | +13.8% | +13.1% | +19.1% |
| 3M | +33.8% | +14.8% | +19.0% | +24.8% |
| 6M | +28.8% | +47.4% | -18.5% | +5.9% |
| YTD | -7.9% | +14.2% | -22.0% | -15.1% |
| 1Y | -9.8% | +26.6% | -36.4% | -21.2% |
| 3Y | +1.2% | -24.4% | +25.6% | +11.2% |
| 5Y | -22.8% | -22.6% | -0.2% | -16.5% |
| 10Y | +168.8% | +130.0% | +38.8% | +88.6% |
| All | +168.8% | +135.1% | +33.7% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling