+0.7%
TYL vs FRSH
-30.4%
+31.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.2% |
| 7D | +4.3% | -16.0% | +20.4% | +9.6% |
| 30D | +28.0% | -14.7% | +42.6% | +33.5% |
| 3M | +32.3% | -0.8% | +33.2% | +31.9% |
| 6M | +29.9% | +34.5% | -4.6% | +19.1% |
| YTD | -7.1% | -3.0% | -4.1% | -9.7% |
| 1Y | -9.2% | +4.9% | -14.1% | -13.0% |
| 3Y | +0.7% | -31.9% | +32.6% | +3.0% |
| All | +0.7% | -30.4% | +31.1% | +3.0% |
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