-22.8%
TYL vs FDS
-23.2%
+0.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +3.5% | -5.0% | +8.5% | +6.5% |
| 30D | +26.9% | +13.8% | +13.1% | +18.1% |
| 3M | +33.8% | +14.8% | +19.0% | +23.5% |
| 6M | +28.8% | +47.4% | -18.5% | +3.1% |
| YTD | -7.9% | +14.2% | -22.0% | -15.3% |
| 1Y | -9.8% | +26.6% | -36.4% | -22.4% |
| 3Y | +1.2% | -24.4% | +25.6% | +15.0% |
| 5Y | -22.8% | -22.6% | -0.2% | -12.9% |
| All | -22.8% | -23.2% | +0.4% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling