-9.1%
TYL vs FRSH
-72.1%
+63.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.4% |
| 7D | +0.5% | -8.9% | +9.4% | +3.2% |
| 30D | +25.2% | -13.2% | +38.4% | +29.9% |
| 3M | +31.8% | +0.9% | +30.8% | +30.8% |
| 6M | +36.3% | +40.3% | -4.0% | +23.2% |
| YTD | -6.3% | -1.4% | -4.9% | -7.6% |
| 1Y | -9.5% | +3.8% | -13.2% | -12.0% |
| 3Y | +1.6% | -30.8% | +32.4% | +4.6% |
| 5Y | -21.8% | -68.5% | +46.8% | -14.9% |
| All | -9.1% | -72.1% | +63.0% | +0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling