-47.6%
ILMN vs TYL
-20.5%
-27.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +1.7% | -9.9% | -8.9% |
| 7D | -28.3% | +15.1% | -43.4% | -33.1% |
| 30D | -24.0% | +30.1% | -54.0% | -33.5% |
| 3M | +4.1% | +40.4% | -36.3% | -13.0% |
| 6M | +49.6% | +31.3% | +18.3% | +26.7% |
| YTD | +58.6% | -5.2% | +63.8% | +58.9% |
| 1Y | +69.9% | -6.6% | +76.5% | +71.6% |
| 3Y | +82.9% | +3.4% | +79.5% | +60.8% |
| 5Y | -47.6% | -19.3% | -28.3% | -47.3% |
| All | -47.6% | -20.5% | -27.1% | -47.3% |
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