+97.9%
TYL vs FWONK
+339.5%
-241.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.7% |
| 7D | -11.5% | -1.5% | -10.0% | -11.2% |
| 30D | +3.9% | -6.8% | +10.7% | +5.8% |
| 3M | +10.8% | +7.7% | +3.1% | +8.7% |
| 6M | -5.3% | +11.0% | -16.3% | -8.0% |
| YTD | -26.1% | -3.1% | -23.0% | -25.8% |
| 1Y | -38.5% | -3.5% | -35.1% | -38.3% |
| 3Y | -14.5% | +44.6% | -59.1% | -23.8% |
| 5Y | -28.9% | +98.3% | -127.1% | -41.2% |
| All | +97.9% | +339.5% | -241.6% | +41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling