+31.2%
TYL vs FIGR
-39.0%
+70.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.7% | -11.0% | -1.9% |
| 7D | +6.7% | +5.3% | +1.4% | +7.0% |
| 30D | +26.5% | -17.9% | +44.4% | +25.8% |
| 3M | +37.3% | -20.5% | +57.8% | +37.1% |
| 6M | +31.2% | -40.2% | +71.4% | +27.1% |
| All | +31.2% | -39.0% | +70.2% | +27.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling