+966.9%
IBKR vs TYL
+100.8%
+866.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.4% |
| 7D | -3.8% | -11.5% | +7.7% | -0.5% |
| 30D | -0.3% | +3.9% | -4.2% | -1.7% |
| 3M | +4.8% | +10.8% | -6.0% | +0.5% |
| 6M | +30.8% | -5.3% | +36.1% | +30.8% |
| YTD | +39.5% | -26.1% | +65.6% | +49.7% |
| 1Y | +43.7% | -38.5% | +82.2% | +63.6% |
| 3Y | +284.7% | -14.5% | +299.1% | +284.1% |
| 5Y | +484.9% | -28.9% | +513.8% | +509.4% |
| All | +966.9% | +100.8% | +866.2% | +700.7% |
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