+1,449.5%
IBKR vs TYL
+2,921.0%
-1,471.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.7% | +1.0% |
| 7D | -3.3% | -3.7% | +0.4% | -2.1% |
| 30D | +4.5% | +18.7% | -14.3% | -2.0% |
| 3M | +6.5% | +18.1% | -11.7% | -1.1% |
| 6M | +34.2% | -1.1% | +35.3% | +31.8% |
| YTD | +44.5% | -19.8% | +64.3% | +51.6% |
| 1Y | +44.7% | -34.3% | +79.0% | +62.9% |
| 3Y | +306.7% | -8.2% | +315.0% | +295.2% |
| 5Y | +489.9% | -25.4% | +515.3% | +502.6% |
| 10Y | +1,019.5% | +115.6% | +903.9% | +610.8% |
| All | +1,449.5% | +2,921.0% | -1,471.5% | +138.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling