+15,193.1%
TYL vs FDS
+10,327.4%
+4,865.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | -0.9% |
| 7D | +6.7% | -0.5% | +7.2% | +6.8% |
| 30D | +26.5% | +20.2% | +6.3% | +18.3% |
| 3M | +37.3% | +19.9% | +17.4% | +28.4% |
| 6M | +31.2% | +56.2% | -25.0% | +11.2% |
| YTD | -7.4% | +14.6% | -21.9% | -12.8% |
| 1Y | -9.6% | +31.6% | -41.2% | -19.2% |
| 3Y | +1.9% | -23.8% | +25.7% | +9.3% |
| 5Y | -21.1% | -22.6% | +1.5% | -15.6% |
| 10Y | +171.8% | +139.3% | +32.5% | +93.3% |
| All | +15,193.1% | +10,327.4% | +4,865.7% | +2,790.9% |
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 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