+4.3%
TYL vs FFIV
+102.8%
-98.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.5% | +7.1% | +3.0% |
| 7D | +15.1% | -14.2% | +29.3% | +19.1% |
| 30D | +30.1% | -33.6% | +63.7% | +42.9% |
| 3M | +40.4% | -24.2% | +64.6% | +48.0% |
| 6M | +31.3% | -8.3% | +39.6% | +28.4% |
| YTD | -5.2% | +22.1% | -27.3% | -15.8% |
| 1Y | -6.6% | +26.5% | -33.1% | -18.0% |
| All | +4.3% | +102.8% | -98.5% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling