+41.8%
IBKR vs TYL
-39.3%
+81.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -1.0% |
| 7D | -3.8% | -11.5% | +7.7% | -4.0% |
| 30D | -0.3% | +3.9% | -4.2% | -0.2% |
| 3M | +4.8% | +10.8% | -6.0% | +4.8% |
| 6M | +30.8% | -5.3% | +36.1% | +32.3% |
| YTD | +39.5% | -26.1% | +65.6% | +40.2% |
| All | +41.8% | -39.3% | +81.0% | +47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling