+817.2%
IBKR vs TYL
+183.6%
+633.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +7.9% | +0.8% | +7.0% | +7.6% |
| 30D | -2.8% | +21.1% | -23.9% | -8.1% |
| 3M | -10.5% | +28.9% | -39.4% | -17.3% |
| 6M | -3.7% | +42.0% | -45.7% | -14.6% |
| YTD | +27.6% | -6.6% | +34.1% | +27.7% |
| 1Y | +22.5% | -9.1% | +31.6% | +23.7% |
| 3Y | +307.2% | +1.8% | +305.4% | +288.1% |
| 5Y | +357.7% | -22.9% | +380.6% | +371.5% |
| All | +817.2% | +183.6% | +633.6% | +486.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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