+115.5%
IBM vs TYL
-25.2%
+140.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.0% |
| 7D | -0.3% | -3.7% | +3.4% | +0.6% |
| 30D | +0.3% | +18.7% | -18.5% | -3.8% |
| 3M | -21.6% | +18.1% | -39.7% | -24.6% |
| 6M | -4.7% | -1.1% | -3.6% | -5.4% |
| YTD | -19.1% | -19.8% | +0.7% | -17.3% |
| 1Y | -2.5% | -34.3% | +31.8% | +2.8% |
| 3Y | +74.2% | -8.2% | +82.4% | +75.1% |
| All | +115.5% | -25.2% | +140.7% | +110.4% |
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 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