-7.2%
TYL vs FDS
-27.9%
+20.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.5% | -0.5% | -2.4% |
| 7D | -3.7% | -1.9% | -1.8% | -2.8% |
| 30D | +18.7% | +9.0% | +9.7% | +14.1% |
| 3M | +18.1% | +18.9% | -0.7% | +8.7% |
| 6M | -1.1% | +35.1% | -36.2% | -14.2% |
| YTD | -19.8% | +5.5% | -25.3% | -22.4% |
| 1Y | -34.3% | -16.8% | -17.5% | -30.3% |
| All | -7.2% | -27.9% | +20.7% | -0.7% |
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