+2,413.6%
IBM vs TYL
+12,593.6%
-10,180.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.5% |
| 7D | -0.3% | -3.7% | +3.4% | 0.0% |
| 30D | +0.3% | +18.7% | -18.5% | -1.3% |
| 3M | -21.6% | +18.1% | -39.7% | -22.8% |
| 6M | -4.7% | -1.1% | -3.6% | -4.6% |
| YTD | -19.1% | -19.8% | +0.7% | -17.6% |
| 1Y | -2.5% | -34.3% | +31.8% | +0.9% |
| 3Y | +74.2% | -8.2% | +82.4% | +74.5% |
| 5Y | +113.1% | -25.4% | +138.6% | +115.5% |
| 10Y | +133.5% | +115.6% | +18.0% | +115.3% |
| All | +2,413.6% | +12,593.6% | -10,180.0% | +1,500.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling