-9.9%
TYL vs FGI
+38.7%
-48.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -5.0% | +9.7% | +4.8% |
| 7D | +17.3% | +3.3% | +13.9% | +17.1% |
| 30D | +28.9% | -2.0% | +30.9% | +28.9% |
| 3M | +35.1% | +60.3% | -25.2% | +32.5% |
| 6M | +29.3% | +0.7% | +28.6% | +27.6% |
| YTD | -6.8% | +30.2% | -36.9% | -7.8% |
| 1Y | -9.9% | +44.4% | -54.3% | -13.4% |
| All | -9.9% | +38.7% | -48.6% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling