-9.9%
TYL vs FLR
+2.5%
-12.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +4.6% |
| 7D | +17.3% | +1.4% | +15.9% | +17.4% |
| 30D | +28.9% | -5.9% | +34.8% | +28.5% |
| 3M | +35.1% | -7.6% | +42.7% | +34.4% |
| 6M | +29.3% | -9.3% | +38.6% | +30.2% |
| YTD | -6.8% | +20.1% | -26.9% | -5.9% |
| 1Y | -9.9% | +3.0% | -12.9% | -10.5% |
| All | -9.9% | +2.5% | -12.4% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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