+1.2%
TYL vs FFIV
+103.5%
-102.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.1% |
| 7D | +3.5% | -2.1% | +5.6% | +3.9% |
| 30D | +26.9% | -33.8% | +60.7% | +39.7% |
| 3M | +33.8% | -20.6% | +54.4% | +39.3% |
| 6M | +28.8% | -10.2% | +39.1% | +27.3% |
| YTD | -7.9% | +24.5% | -32.4% | -18.5% |
| 1Y | -9.8% | +29.3% | -39.1% | -21.2% |
| 3Y | +1.2% | +103.8% | -102.6% | -22.3% |
| All | +1.2% | +103.5% | -102.3% | -22.3% |
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 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