+18,101.5%
TYL vs FLR
+603.8%
+17,497.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.6% |
| 7D | -3.7% | +5.4% | -9.1% | -4.5% |
| 30D | +18.7% | +11.4% | +7.4% | +16.3% |
| 3M | +18.1% | +11.4% | +6.7% | +15.0% |
| 6M | -1.1% | +16.6% | -17.8% | -5.3% |
| YTD | -19.8% | +41.7% | -61.5% | -25.8% |
| 1Y | -34.3% | +35.4% | -69.7% | -39.0% |
| 3Y | -8.2% | +57.3% | -65.5% | -19.9% |
| 5Y | -25.4% | +241.0% | -266.4% | -44.3% |
| 10Y | +115.6% | +16.6% | +98.9% | +72.1% |
| All | +18,101.5% | +603.8% | +17,497.7% | +10,319.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling