+2,544.4%
IBM vs TYL
+14,906.9%
-12,362.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.0% |
| 7D | -4.3% | +15.1% | -19.4% | -5.6% |
| 30D | +11.7% | +30.1% | -18.4% | +8.9% |
| 3M | +5.5% | +40.4% | -34.9% | +2.1% |
| 6M | +9.5% | +31.3% | -21.8% | +6.7% |
| YTD | -14.9% | -5.2% | -9.7% | -14.8% |
| 1Y | -17.4% | -6.6% | -10.7% | -17.2% |
| 3Y | +83.3% | +3.4% | +79.9% | +81.5% |
| 5Y | +142.1% | -19.3% | +161.3% | +142.6% |
| 10Y | +157.2% | +178.1% | -21.0% | +131.7% |
| All | +2,544.4% | +14,906.9% | -12,362.5% | +1,555.8% |
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