+73.7%
ILMN vs TYL
-8.6%
+82.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | -6.0% | +0.5% | -6.6% | -6.0% |
| 30D | -23.0% | +25.2% | -48.2% | -22.9% |
| 3M | +10.4% | +31.8% | -21.4% | +10.2% |
| 6M | +49.4% | +36.3% | +13.1% | +48.5% |
| YTD | +62.3% | -6.3% | +68.6% | +70.8% |
| 1Y | +73.7% | -9.5% | +83.1% | +85.1% |
| All | +73.7% | -8.6% | +82.3% | +85.1% |
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 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