-9.2%
TYL vs FIVE
+63.0%
-72.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.3% |
| 7D | -1.6% | +2.4% | -4.0% | -1.8% |
| 30D | +22.1% | +15.8% | +6.3% | +20.7% |
| 3M | +33.4% | +3.8% | +29.6% | +32.7% |
| 6M | +36.8% | +18.5% | +18.3% | +34.0% |
| YTD | -6.7% | +31.2% | -37.9% | -12.1% |
| 1Y | -9.2% | +61.8% | -71.0% | -18.6% |
| All | -9.2% | +63.0% | -72.2% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling