+15,549.8%
TYL vs FDS
+10,727.5%
+4,822.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +15.1% | +6.4% | +8.7% | +12.5% |
| 30D | +30.1% | +25.2% | +4.9% | +19.7% |
| 3M | +40.4% | +22.9% | +17.5% | +30.1% |
| 6M | +31.3% | +56.5% | -25.2% | +11.2% |
| YTD | -5.2% | +19.0% | -24.1% | -12.0% |
| 1Y | -6.6% | +32.7% | -39.3% | -16.9% |
| 3Y | +3.4% | -20.4% | +23.8% | +9.1% |
| 5Y | -19.3% | -19.6% | +0.3% | -14.8% |
| 10Y | +178.1% | +148.5% | +29.6% | +95.1% |
| All | +15,549.8% | +10,727.5% | +4,822.3% | +2,817.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling