-9.5%
TYL vs FRSH
-70.7%
+61.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.3% | -1.9% |
| 7D | -1.6% | -0.2% | -1.3% | -1.6% |
| 30D | +22.1% | -8.8% | +31.0% | +24.9% |
| 3M | +33.4% | +8.8% | +24.6% | +29.4% |
| 6M | +36.8% | +49.1% | -12.3% | +21.5% |
| YTD | -6.7% | +3.4% | -10.1% | -9.3% |
| 1Y | -9.2% | +8.8% | -18.1% | -13.0% |
| 3Y | +1.2% | -27.4% | +28.6% | +2.6% |
| 5Y | -23.0% | -66.4% | +43.4% | -17.7% |
| All | -9.5% | -70.7% | +61.2% | -1.1% |
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