-34.3%
TYL vs FWONK
-4.6%
-29.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.7% |
| 7D | -3.7% | -6.2% | +2.5% | -2.3% |
| 30D | +18.7% | -0.6% | +19.3% | +19.0% |
| 3M | +18.1% | +11.1% | +7.0% | +17.3% |
| 6M | -1.1% | +11.7% | -12.8% | -1.7% |
| YTD | -19.8% | -3.1% | -16.8% | -19.2% |
| 1Y | -34.3% | -4.2% | -30.1% | -33.9% |
| All | -34.3% | -4.6% | -29.7% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 1y: compounded portfolio wealth divided by compounded FWONK 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…
1y analysis · Full analysis span regression · 6 months rolling