+81.9%
IBM vs TYL
+5.0%
+77.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.4% |
| 7D | -4.3% | +15.1% | -19.4% | -8.7% |
| 30D | +11.7% | +30.1% | -18.4% | +2.2% |
| 3M | +5.5% | +40.4% | -34.9% | -6.1% |
| 6M | +9.5% | +31.3% | -21.8% | -0.8% |
| YTD | -14.9% | -5.2% | -9.7% | -18.2% |
| 1Y | -17.4% | -6.6% | -10.7% | -20.4% |
| All | +81.9% | +5.0% | +77.0% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling