+59.8%
ILMN vs TYL
+168.7%
-108.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.7% | +3.6% |
| 7D | -9.7% | +6.7% | -16.3% | -12.9% |
| 30D | -20.4% | +26.5% | -46.9% | -30.7% |
| 3M | +10.0% | +37.3% | -27.3% | -9.1% |
| 6M | +49.5% | +31.2% | +18.3% | +23.7% |
| YTD | +62.5% | -7.4% | +69.9% | +60.6% |
| 1Y | +76.0% | -9.6% | +85.5% | +76.2% |
| 3Y | +94.2% | +1.9% | +92.3% | +71.6% |
| 5Y | -46.3% | -21.1% | -25.2% | -45.5% |
| All | +59.8% | +168.7% | -108.8% | -11.8% |
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 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