+144.7%
IBM vs TYL
-22.0%
+166.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -1.5% | +4.3% | -5.8% | -2.6% |
| 30D | +8.4% | +28.0% | -19.5% | +1.9% |
| 3M | +4.2% | +32.3% | -28.1% | -3.0% |
| 6M | +7.9% | +29.9% | -22.0% | +0.8% |
| YTD | -15.2% | -7.1% | -8.1% | -16.6% |
| 1Y | -18.7% | -9.2% | -9.5% | -19.8% |
| 3Y | +79.2% | +0.7% | +78.5% | +74.9% |
| 5Y | +144.7% | -21.1% | +165.8% | +134.7% |
| All | +144.7% | -22.0% | +166.8% | +134.7% |
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