+6,371.6%
TYL vs FFIV
+7,518.9%
-1,147.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -4.0% |
| 7D | -3.7% | -1.0% | -2.7% | -3.6% |
| 30D | +18.7% | -5.1% | +23.8% | +19.5% |
| 3M | +18.1% | -4.5% | +22.6% | +18.5% |
| 6M | -1.1% | +36.5% | -37.6% | -6.1% |
| YTD | -19.8% | +53.0% | -72.8% | -25.1% |
| 1Y | -34.3% | +24.2% | -58.5% | -36.8% |
| 3Y | -8.2% | +137.2% | -145.4% | -20.1% |
| 5Y | -25.4% | +91.8% | -117.2% | -33.0% |
| 10Y | +115.6% | +215.2% | -99.6% | +79.2% |
| All | +6,371.6% | +7,518.9% | -1,147.3% | +2,665.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling