+1.8%
TYL vs FLR
+35.7%
-33.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.1% |
| 7D | +0.8% | +5.4% | -4.5% | +0.7% |
| 30D | +21.1% | +2.8% | +18.3% | +21.0% |
| 3M | +28.9% | -6.4% | +35.3% | +29.2% |
| 6M | +42.0% | +8.8% | +33.2% | +40.5% |
| YTD | -6.6% | +23.6% | -30.2% | -9.1% |
| 1Y | -9.1% | +13.8% | -22.9% | -10.9% |
| 3Y | +1.8% | +36.5% | -34.6% | -9.1% |
| All | +1.8% | +35.7% | -33.8% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling