+1.9%
TYL vs FND
-36.7%
+38.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | +6.7% | +7.7% | -1.0% | +5.6% |
| 30D | +26.5% | +11.9% | +14.7% | +24.6% |
| 3M | +37.3% | -14.6% | +51.9% | +39.2% |
| 6M | +31.2% | +0.5% | +30.7% | +30.1% |
| YTD | -7.4% | -15.8% | +8.5% | -6.3% |
| 1Y | -9.6% | -12.9% | +3.4% | -9.1% |
| 3Y | +1.9% | -34.2% | +36.1% | +4.0% |
| All | +1.9% | -36.7% | +38.6% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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