-23.5%
TYL vs FIGR
-29.9%
+6.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.1% |
| 7D | +0.8% | +11.0% | -10.1% | +0.7% |
| 30D | +21.1% | +0.7% | +20.4% | +21.1% |
| 3M | +28.9% | -20.9% | +49.8% | +29.3% |
| 6M | +42.0% | -37.7% | +79.8% | +43.3% |
| YTD | -6.6% | -38.2% | +31.7% | -4.3% |
| 1Y | -9.1% | -27.1% | +18.0% | -6.8% |
| All | -23.5% | -29.9% | +6.5% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling