+285.3%
TYL vs FWONK
+274.4%
+10.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.3% |
| 7D | -7.6% | -2.1% | -5.5% | -7.1% |
| 30D | +11.3% | -7.7% | +19.0% | +13.6% |
| 3M | +14.5% | +9.3% | +5.2% | +12.0% |
| 6M | -7.1% | +13.3% | -20.5% | -10.2% |
| YTD | -23.4% | -3.6% | -19.8% | -23.0% |
| 1Y | -38.6% | -6.8% | -31.8% | -37.8% |
| 3Y | -11.3% | +43.9% | -55.2% | -20.6% |
| 5Y | -28.0% | +94.4% | -122.4% | -40.0% |
| 10Y | +104.9% | +353.8% | -249.0% | +35.5% |
| All | +285.3% | +274.4% | +10.9% | +129.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling