-51.4%
ILMN vs TYL
-25.2%
-26.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.5% | +0.4% |
| 7D | +1.2% | -3.7% | +4.9% | +3.0% |
| 30D | +9.2% | +18.7% | -9.6% | +0.1% |
| 3M | +29.8% | +18.1% | +11.7% | +17.6% |
| 6M | +69.2% | -1.1% | +70.3% | +66.4% |
| YTD | +66.4% | -19.8% | +86.2% | +82.7% |
| 1Y | +123.4% | -34.3% | +157.7% | +177.4% |
| 3Y | +33.2% | -8.2% | +41.4% | +23.4% |
| All | -51.4% | -25.2% | -26.2% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling