+155.3%
TYL vs FTV
+126.9%
+28.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +4.3% | +1.4% | +2.9% | +3.6% |
| 30D | +28.0% | +18.3% | +9.7% | +19.2% |
| 3M | +32.3% | +9.8% | +22.5% | +27.0% |
| 6M | +29.9% | +12.3% | +17.6% | +23.2% |
| YTD | -7.1% | +23.1% | -30.2% | -15.2% |
| 1Y | -9.2% | +32.5% | -41.8% | -19.6% |
| 3Y | +0.7% | +38.3% | -37.6% | -14.2% |
| 5Y | -21.1% | +16.8% | -37.9% | -29.4% |
| 10Y | +180.8% | +106.6% | +74.3% | +110.7% |
| All | +155.3% | +126.9% | +28.3% | +90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling