-28.2%
TYL vs FWONK
+98.5%
-126.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -2.2% |
| 7D | -8.6% | -0.6% | -8.0% | -8.4% |
| 30D | +7.5% | -5.8% | +13.3% | +9.9% |
| 3M | +10.9% | +10.0% | +0.9% | +7.2% |
| 6M | -6.7% | +14.7% | -21.4% | -11.6% |
| YTD | -24.5% | -1.7% | -22.8% | -24.4% |
| 1Y | -38.6% | -4.6% | -34.0% | -38.0% |
| 3Y | -12.6% | +46.7% | -59.3% | -28.5% |
| 5Y | -28.2% | +99.4% | -127.6% | -51.3% |
| All | -28.2% | +98.5% | -126.7% | -51.3% |
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