-24.8%
TYL vs FFIV
+91.3%
-116.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.8% |
| 7D | -3.7% | -1.0% | -2.7% | -3.4% |
| 30D | +18.7% | -5.1% | +23.8% | +21.0% |
| 3M | +18.1% | -4.5% | +22.6% | +19.0% |
| 6M | -1.1% | +36.5% | -37.6% | -17.2% |
| YTD | -19.8% | +53.0% | -72.8% | -36.4% |
| 1Y | -34.3% | +24.2% | -58.5% | -42.9% |
| 3Y | -8.2% | +137.2% | -145.4% | -46.8% |
| All | -24.8% | +91.3% | -116.0% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling