-38.6%
TYL vs FRSH
-9.1%
-29.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -0.8% |
| 7D | -8.6% | -9.6% | +1.0% | -3.7% |
| 30D | +7.5% | -0.4% | +8.0% | +7.8% |
| 3M | +10.9% | +27.2% | -16.3% | -1.6% |
| 6M | -6.7% | +42.2% | -48.9% | -21.8% |
| YTD | -24.5% | -2.6% | -21.9% | -27.5% |
| 1Y | -38.6% | -10.2% | -28.5% | -40.5% |
| All | -38.6% | -9.1% | -29.6% | -40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling