+59.7%
ILMN vs TYL
+169.5%
-109.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.1% |
| 7D | -9.8% | +4.3% | -14.1% | -12.0% |
| 30D | -22.7% | +28.0% | -50.7% | -33.1% |
| 3M | +12.1% | +32.3% | -20.3% | -5.6% |
| 6M | +51.5% | +29.9% | +21.6% | +26.1% |
| YTD | +63.9% | -7.1% | +71.0% | +61.7% |
| 1Y | +76.6% | -9.2% | +85.8% | +76.4% |
| 3Y | +124.6% | +0.7% | +123.9% | +100.1% |
| 5Y | -42.7% | -21.1% | -21.7% | -41.8% |
| 10Y | +59.7% | +180.8% | -121.1% | -14.1% |
| All | +59.7% | +169.5% | -109.9% | -14.1% |
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