+13,137.5%
TYL vs FDS
+9,502.8%
+3,634.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.5% | -0.5% | -2.7% |
| 7D | -3.7% | -1.9% | -1.8% | -3.0% |
| 30D | +18.7% | +9.0% | +9.7% | +15.1% |
| 3M | +18.1% | +18.9% | -0.7% | +10.8% |
| 6M | -1.1% | +35.1% | -36.2% | -11.8% |
| YTD | -19.8% | +5.5% | -25.3% | -22.1% |
| 1Y | -34.3% | -16.8% | -17.5% | -31.0% |
| 3Y | -8.2% | -28.1% | +19.8% | +0.7% |
| 5Y | -25.4% | -17.4% | -8.0% | -21.7% |
| 10Y | +115.6% | +85.4% | +30.1% | +67.2% |
| All | +13,137.5% | +9,502.8% | +3,634.6% | +2,481.9% |
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