+89.5%
ILMN vs TYL
+5.0%
+84.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +1.7% | -9.9% | -8.4% |
| 7D | -28.3% | +15.1% | -43.4% | -29.7% |
| 30D | -24.0% | +30.1% | -54.0% | -27.3% |
| 3M | +4.1% | +40.4% | -36.3% | -2.3% |
| 6M | +49.6% | +31.3% | +18.3% | +41.6% |
| YTD | +58.6% | -5.2% | +63.8% | +64.8% |
| 1Y | +69.9% | -6.6% | +76.5% | +77.3% |
| All | +89.5% | +5.0% | +84.5% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling