-28.3%
TYL vs FRSH
-72.6%
+44.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -11.5% | -11.2% | -0.4% | -8.4% |
| 30D | +3.9% | -0.8% | +4.7% | +4.2% |
| 3M | +10.8% | +26.4% | -15.6% | +3.7% |
| 6M | -5.3% | +48.4% | -53.7% | -15.4% |
| YTD | -26.1% | -3.1% | -23.0% | -26.4% |
| 1Y | -38.5% | -8.7% | -29.9% | -38.0% |
| 3Y | -14.5% | -45.8% | +31.3% | -5.3% |
| All | -28.3% | -72.6% | +44.3% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FRSH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling