-23.1%
TYL vs FWONK
+92.1%
-115.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.8% | +2.5% | -1.7% | -0.1% |
| 30D | +21.1% | +20.0% | +1.2% | +13.2% |
| 3M | +28.9% | +5.2% | +23.8% | +26.3% |
| 6M | +42.0% | +18.7% | +23.3% | +33.1% |
| YTD | -6.6% | +10.7% | -17.3% | -10.6% |
| 1Y | -9.1% | +8.2% | -17.3% | -12.3% |
| 3Y | +1.8% | +64.6% | -62.7% | -20.2% |
| All | -23.1% | +92.1% | -115.1% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling