-18.4%
TYL vs FGI
-70.4%
+52.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +7.5% | -11.6% | -4.1% |
| 7D | -3.7% | +0.5% | -4.2% | -3.7% |
| 30D | +18.7% | +65.4% | -46.7% | +17.2% |
| 3M | +18.1% | +23.5% | -5.4% | +16.9% |
| 6M | -1.1% | +60.5% | -61.7% | -2.9% |
| YTD | -19.8% | +30.0% | -49.8% | -21.0% |
| 1Y | -34.3% | +82.1% | -116.4% | -35.9% |
| 3Y | -8.2% | -4.4% | -3.8% | -9.4% |
| All | -18.4% | -70.4% | +52.0% | -16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling