+152.0%
TYL vs FND
+69.4%
+82.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | +6.7% | +7.7% | -1.0% | +4.9% |
| 30D | +26.5% | +11.9% | +14.7% | +23.3% |
| 3M | +37.3% | -14.6% | +51.9% | +41.3% |
| 6M | +31.2% | +0.5% | +30.7% | +29.3% |
| YTD | -7.4% | -15.8% | +8.5% | -6.0% |
| 1Y | -9.6% | -12.9% | +3.4% | -9.2% |
| 3Y | +1.9% | -34.2% | +36.1% | +4.1% |
| 5Y | -21.1% | -61.6% | +40.4% | -13.0% |
| All | +152.0% | +69.4% | +82.5% | +122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling