-11.3%
TYL vs FRSH
-48.3%
+37.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.9% | +0.5% | -2.9% |
| 7D | -7.6% | -10.1% | +2.5% | -4.5% |
| 30D | +11.3% | +2.2% | +9.1% | +10.7% |
| 3M | +14.5% | +28.6% | -14.1% | +6.6% |
| 6M | -7.1% | +40.2% | -47.4% | -15.7% |
| YTD | -23.4% | -1.2% | -22.2% | -25.3% |
| 1Y | -38.6% | -7.9% | -30.6% | -39.4% |
| 3Y | -11.3% | -44.7% | +33.4% | -5.5% |
| All | -11.3% | -48.3% | +37.0% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling