+535.9%
IQV vs TYL
+455.5%
+80.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | +0.3% |
| 7D | +2.3% | -3.7% | +6.0% | +3.9% |
| 30D | +13.4% | +18.7% | -5.3% | +5.0% |
| 3M | +43.3% | +18.1% | +25.2% | +32.6% |
| 6M | +50.5% | -1.1% | +51.7% | +49.7% |
| YTD | +18.8% | -19.8% | +38.6% | +28.4% |
| 1Y | +45.5% | -34.3% | +79.8% | +70.5% |
| 3Y | +19.4% | -8.2% | +27.6% | +17.5% |
| 5Y | +1.7% | -25.4% | +27.1% | +7.0% |
| 10Y | +247.9% | +115.6% | +132.4% | +146.5% |
| All | +535.9% | +455.5% | +80.4% | +255.6% |
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