+487.2%
IBKR vs TYL
-29.1%
+516.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | +1.3% | -8.6% | +9.9% | +3.3% |
| 30D | -0.3% | +7.5% | -7.9% | -2.3% |
| 3M | +4.7% | +10.9% | -6.3% | +1.2% |
| 6M | +34.0% | -6.7% | +40.7% | +35.1% |
| YTD | +40.8% | -24.5% | +65.3% | +50.1% |
| 1Y | +45.7% | -38.6% | +84.4% | +65.5% |
| 3Y | +288.4% | -12.6% | +301.0% | +287.3% |
| 5Y | +487.2% | -28.2% | +515.4% | +525.5% |
| All | +487.2% | -29.1% | +516.3% | +525.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling