-7.2%
TYL vs FFIV
+136.9%
-144.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | -3.7% | -1.0% | -2.7% | -3.5% |
| 30D | +18.7% | -5.1% | +23.8% | +20.3% |
| 3M | +18.1% | -4.5% | +22.6% | +18.7% |
| 6M | -1.1% | +36.5% | -37.6% | -13.2% |
| YTD | -19.8% | +53.0% | -72.8% | -31.9% |
| 1Y | -34.3% | +24.2% | -58.5% | -40.8% |
| All | -7.2% | +136.9% | -144.0% | -33.2% |
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