-22.4%
TYL vs FTV
+12.0%
-34.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | +6.7% | +0.2% | +6.4% | +6.4% |
| 30D | +26.5% | +15.7% | +10.9% | +16.7% |
| 3M | +37.3% | +7.5% | +29.8% | +31.4% |
| 6M | +31.2% | +8.5% | +22.7% | +24.5% |
| YTD | -7.4% | +18.8% | -26.1% | -16.6% |
| 1Y | -9.6% | +28.5% | -38.1% | -22.2% |
| 3Y | +1.9% | +34.0% | -32.1% | -19.3% |
| All | -22.4% | +12.0% | -34.4% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 5y: compounded portfolio wealth divided by compounded FTV 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…
5y analysis · Full analysis span regression · 6 months rolling