-22.2%
TYL vs FRSH
-70.6%
+48.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.7% | +0.7% | -2.6% |
| 7D | -3.7% | -8.2% | +4.5% | -1.3% |
| 30D | +18.7% | +10.5% | +8.2% | +15.4% |
| 3M | +18.1% | +32.7% | -14.6% | +8.9% |
| 6M | -1.1% | +50.3% | -51.4% | -12.1% |
| YTD | -19.8% | +3.9% | -23.7% | -21.7% |
| 1Y | -34.3% | -2.2% | -32.2% | -35.1% |
| 3Y | -8.2% | -42.9% | +34.7% | -0.1% |
| All | -22.2% | -70.6% | +48.4% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling