+49.6%
ILMN vs TYL
+31.6%
+18.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +1.7% | -9.9% | -7.8% |
| 7D | -28.3% | +15.1% | -43.4% | -25.8% |
| 30D | -24.0% | +30.1% | -54.0% | -20.8% |
| 3M | +4.1% | +40.4% | -36.3% | +9.3% |
| 6M | +49.6% | +31.3% | +18.3% | +54.8% |
| All | +49.6% | +31.6% | +18.0% | +54.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling