-7.2%
TYL vs FLR
+58.4%
-65.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.9% |
| 7D | -3.7% | +5.4% | -9.1% | -3.9% |
| 30D | +18.7% | +11.4% | +7.4% | +17.9% |
| 3M | +18.1% | +11.4% | +6.7% | +17.0% |
| 6M | -1.1% | +16.6% | -17.8% | -2.9% |
| YTD | -19.8% | +41.7% | -61.5% | -23.1% |
| 1Y | -34.3% | +35.4% | -69.7% | -36.9% |
| All | -7.2% | +58.4% | -65.6% | -22.1% |
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