-22.4%
TYL vs FDS
-22.8%
+0.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | -0.2% |
| 7D | +6.7% | -0.5% | +7.2% | +6.9% |
| 30D | +26.5% | +20.2% | +6.3% | +14.1% |
| 3M | +37.3% | +19.9% | +17.4% | +23.7% |
| 6M | +31.2% | +56.2% | -25.0% | +1.7% |
| YTD | -7.4% | +14.6% | -21.9% | -15.0% |
| 1Y | -9.6% | +31.6% | -41.2% | -24.0% |
| 3Y | +1.9% | -23.8% | +25.7% | +15.1% |
| All | -22.4% | -22.8% | +0.4% | -12.1% |
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