-3.3%
IDXX vs TYL
-10.1%
+6.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.7% | -0.7% | +2.7% |
| 7D | +24.1% | +17.3% | +6.8% | +19.2% |
| 30D | +32.5% | +28.9% | +3.6% | +24.2% |
| 3M | +18.8% | +35.1% | -16.3% | +9.5% |
| 6M | +24.0% | +29.3% | -5.3% | +15.1% |
| YTD | +3.3% | -6.8% | +10.0% | +2.2% |
| 1Y | -3.3% | -9.9% | +6.6% | -3.7% |
| All | -3.3% | -10.1% | +6.8% | -3.7% |
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 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