-13.3%
IBM vs TYL
-10.1%
-3.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -3.0% | -0.2% |
| 7D | +0.4% | +17.3% | -16.8% | -6.0% |
| 30D | +14.8% | +28.9% | -14.1% | +2.9% |
| 3M | +8.9% | +35.1% | -26.1% | -4.8% |
| 6M | +12.4% | +29.3% | -16.9% | -0.8% |
| YTD | -12.4% | -6.8% | -5.6% | -19.8% |
| 1Y | -13.3% | -9.9% | -3.4% | -20.5% |
| All | -13.3% | -10.1% | -3.2% | -20.5% |
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 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