-16.4%
IDXX vs TYL
-34.2%
+17.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.2% | +2.1% |
| 7D | -3.5% | -3.7% | +0.1% | -2.7% |
| 30D | -8.4% | +18.7% | -27.2% | -12.4% |
| 3M | -5.2% | +18.1% | -23.3% | -9.3% |
| 6M | -17.5% | -1.1% | -16.3% | -18.3% |
| YTD | -20.9% | -19.8% | -1.1% | -20.0% |
| 1Y | -16.4% | -34.3% | +17.9% | -8.9% |
| All | -16.4% | -34.2% | +17.8% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling