-37.2%
TYL vs FIGR
+6.3%
-43.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.4% | -10.9% | -4.6% |
| 7D | -7.6% | +13.5% | -21.1% | -7.9% |
| 30D | +11.3% | +33.7% | -22.4% | +10.4% |
| 3M | +14.5% | +37.3% | -22.8% | +13.3% |
| 6M | -7.1% | +25.5% | -32.7% | -8.5% |
| YTD | -23.4% | -6.3% | -17.1% | -22.2% |
| All | -37.2% | +6.3% | -43.5% | -36.6% |
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