-24.5%
TYL vs FIGR
-31.9%
+7.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.9% | -8.5% | -0.7% |
| 7D | +3.5% | +12.5% | -9.0% | +3.3% |
| 30D | +26.9% | -14.1% | +41.0% | +27.3% |
| 3M | +33.8% | -14.3% | +48.2% | +33.9% |
| 6M | +28.8% | -34.8% | +63.7% | +29.6% |
| YTD | -7.9% | -40.0% | +32.1% | -5.6% |
| 1Y | -9.8% | -32.9% | +23.2% | -7.5% |
| All | -24.5% | -31.9% | +7.4% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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