+4.3%
TYL vs FDS
-20.2%
+24.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +15.1% | +6.4% | +8.7% | +11.7% |
| 30D | +30.1% | +25.2% | +4.9% | +16.8% |
| 3M | +40.4% | +22.9% | +17.5% | +27.0% |
| 6M | +31.3% | +56.5% | -25.2% | +6.7% |
| YTD | -5.2% | +19.0% | -24.1% | -13.6% |
| 1Y | -6.6% | +32.7% | -39.3% | -18.9% |
| All | +4.3% | -20.2% | +24.5% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling