+352.1%
IDXX vs TYL
+101.5%
+250.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | -5.7% | -7.5% | +1.8% | -2.0% |
| 30D | -11.5% | +6.0% | -17.5% | -14.5% |
| 3M | -9.5% | +13.9% | -23.5% | -16.2% |
| 6M | -16.0% | -3.3% | -12.6% | -16.1% |
| YTD | -25.4% | -25.8% | +0.4% | -15.5% |
| 1Y | -21.8% | -39.2% | +17.5% | -1.9% |
| 3Y | +7.0% | -13.2% | +20.2% | +5.7% |
| 5Y | -26.0% | -28.6% | +2.7% | -19.8% |
| All | +352.1% | +101.5% | +250.6% | +204.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling