-9.6%
TYL vs FDS
+29.3%
-38.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | -0.3% |
| 7D | +6.7% | -0.5% | +7.2% | +6.9% |
| 30D | +26.5% | +20.2% | +6.3% | +15.0% |
| 3M | +37.3% | +19.9% | +17.4% | +24.8% |
| 6M | +31.2% | +56.2% | -25.0% | +5.7% |
| YTD | -7.4% | +14.6% | -21.9% | -13.0% |
| 1Y | -9.6% | +31.6% | -41.2% | -20.5% |
| All | -9.6% | +29.3% | -38.8% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling