+104.9%
TYL vs FLR
+18.9%
+86.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -4.5% |
| 7D | -7.6% | +0.7% | -8.3% | -7.6% |
| 30D | +11.3% | -0.7% | +12.0% | +11.3% |
| 3M | +14.5% | +14.3% | +0.2% | +12.9% |
| 6M | -7.1% | +25.6% | -32.7% | -9.5% |
| YTD | -23.4% | +42.9% | -66.3% | -26.1% |
| 1Y | -38.6% | +38.7% | -77.3% | -40.8% |
| 3Y | -11.3% | +61.8% | -73.1% | -16.9% |
| 5Y | -28.0% | +254.1% | -282.1% | -36.3% |
| 10Y | +104.9% | +20.0% | +84.8% | +98.2% |
| All | +104.9% | +18.9% | +86.0% | +98.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling