+553.4%
IQV vs TYL
+543.5%
+9.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.7% |
| 7D | +4.8% | +4.3% | +0.5% | +2.8% |
| 30D | +5.9% | +28.0% | -22.1% | -5.3% |
| 3M | +13.7% | +32.3% | -18.6% | -0.4% |
| 6M | +54.0% | +29.9% | +24.1% | +35.5% |
| YTD | +22.1% | -7.1% | +29.2% | +22.8% |
| 1Y | +29.1% | -9.2% | +38.4% | +31.0% |
| 3Y | +40.4% | +0.7% | +39.7% | +32.1% |
| 5Y | +9.1% | -21.1% | +30.2% | +11.0% |
| 10Y | +251.2% | +180.8% | +70.4% | +124.6% |
| All | +553.4% | +543.5% | +9.9% | +240.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling