-22.4%
TYL vs FFIV
+39.5%
-61.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +6.7% | -8.1% | +14.8% | +10.1% |
| 30D | +26.5% | -33.4% | +59.9% | +47.2% |
| 3M | +37.3% | -24.7% | +62.0% | +50.0% |
| 6M | +31.2% | -8.8% | +40.0% | +28.6% |
| YTD | -7.4% | +21.8% | -29.1% | -21.8% |
| 1Y | -9.6% | +25.3% | -34.9% | -25.0% |
| 3Y | +1.9% | +101.2% | -99.3% | -40.7% |
| All | -22.4% | +39.5% | -61.8% | -43.4% |
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