-19.3%
TYL vs FIVE
+15.3%
-34.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +2.5% |
| 7D | +15.1% | -1.7% | +16.8% | +15.4% |
| 30D | +30.1% | +14.9% | +15.1% | +26.4% |
| 3M | +40.4% | +7.6% | +32.7% | +37.7% |
| 6M | +31.3% | +6.4% | +24.9% | +28.3% |
| YTD | -5.2% | +28.1% | -33.3% | -11.4% |
| 1Y | -6.6% | +54.7% | -61.3% | -16.3% |
| 3Y | +3.4% | +36.1% | -32.7% | -5.8% |
| 5Y | -19.3% | +14.9% | -34.2% | -22.2% |
| All | -19.3% | +15.3% | -34.6% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling