+9.5%
IBM vs TYL
+31.6%
-22.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.7% |
| 7D | -4.3% | +15.1% | -19.4% | -11.1% |
| 30D | +11.7% | +30.1% | -18.4% | -3.6% |
| 3M | +5.5% | +40.4% | -34.9% | -14.3% |
| 6M | +9.5% | +31.3% | -21.8% | -7.3% |
| All | +9.5% | +31.6% | -22.1% | -7.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling