+353.8%
IBKR vs TYL
-23.0%
+376.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +7.9% | +0.8% | +7.0% | +7.7% |
| 30D | -2.8% | +21.1% | -23.9% | -7.0% |
| 3M | -10.5% | +28.9% | -39.4% | -15.8% |
| 6M | -3.7% | +42.0% | -45.7% | -12.5% |
| YTD | +27.6% | -6.6% | +34.1% | +29.4% |
| 1Y | +22.5% | -9.1% | +31.6% | +25.2% |
| 3Y | +307.2% | +1.8% | +305.4% | +295.0% |
| All | +353.8% | -23.0% | +376.9% | +387.5% |
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