+56.0%
ILMN vs TYL
+183.6%
-127.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -2.9% | +0.8% | -3.7% | -3.3% |
| 30D | -23.8% | +21.1% | -44.9% | -32.1% |
| 3M | +7.5% | +28.9% | -21.5% | -8.1% |
| 6M | +42.8% | +42.0% | +0.7% | +13.2% |
| YTD | +57.8% | -6.6% | +64.4% | +55.3% |
| 1Y | +72.6% | -9.1% | +81.7% | +72.4% |
| 3Y | +129.3% | +1.8% | +127.5% | +103.0% |
| 5Y | -44.5% | -22.9% | -21.6% | -42.8% |
| All | +56.0% | +183.6% | -127.6% | -16.3% |
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