-23.1%
TYL vs FND
-63.9%
+40.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.7% |
| 7D | +0.8% | -6.8% | +7.7% | +2.6% |
| 30D | +21.1% | +8.0% | +13.1% | +18.3% |
| 3M | +28.9% | -18.9% | +47.8% | +35.3% |
| 6M | +42.0% | +4.7% | +37.3% | +37.5% |
| YTD | -6.6% | -21.6% | +15.0% | -3.3% |
| 1Y | -9.1% | -22.0% | +12.9% | -5.9% |
| 3Y | +1.8% | -40.4% | +42.3% | +4.1% |
| All | -23.1% | -63.9% | +40.8% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling