+15,233.1%
TYL vs FDS
+10,266.7%
+4,966.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | +4.3% | -2.0% | +6.3% | +5.1% |
| 30D | +28.0% | +13.5% | +14.4% | +22.2% |
| 3M | +32.3% | +15.2% | +17.2% | +25.6% |
| 6M | +29.9% | +47.0% | -17.1% | +12.6% |
| YTD | -7.1% | +13.9% | -21.0% | -12.4% |
| 1Y | -9.2% | +25.2% | -34.4% | -17.4% |
| 3Y | +0.7% | -25.3% | +26.1% | +8.8% |
| 5Y | -21.1% | -23.3% | +2.2% | -15.3% |
| 10Y | +180.8% | +126.0% | +54.8% | +103.6% |
| All | +15,233.1% | +10,266.7% | +4,966.4% | +2,804.7% |
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