+183.3%
TYL vs FFIV
+130.1%
+53.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.6% |
| 7D | +0.5% | -2.9% | +3.5% | +1.6% |
| 30D | +25.2% | -32.4% | +57.6% | +43.5% |
| 3M | +31.8% | -22.7% | +54.5% | +42.1% |
| 6M | +36.3% | -10.7% | +47.0% | +36.9% |
| YTD | -6.3% | +25.4% | -31.6% | -18.8% |
| 1Y | -9.5% | +34.2% | -43.6% | -23.9% |
| 3Y | +1.6% | +101.2% | -99.6% | -31.1% |
| 5Y | -21.8% | +42.0% | -63.7% | -39.5% |
| 10Y | +183.3% | +126.7% | +56.6% | +72.3% |
| All | +183.3% | +130.1% | +53.2% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling