+118.1%
TYL vs FND
+66.0%
+52.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -4.4% |
| 7D | -3.7% | -5.2% | +1.5% | -2.7% |
| 30D | +18.7% | -19.9% | +38.6% | +24.2% |
| 3M | +18.1% | +2.7% | +15.4% | +16.4% |
| 6M | -1.1% | -21.7% | +20.6% | +2.7% |
| YTD | -19.8% | -17.5% | -2.3% | -18.1% |
| 1Y | -34.3% | -39.3% | +5.0% | -28.4% |
| 3Y | -8.2% | -49.8% | +41.5% | +0.2% |
| 5Y | -25.4% | -60.1% | +34.7% | -18.0% |
| All | +118.1% | +66.0% | +52.0% | +94.1% |
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