+6,166.9%
IT vs TYL
+9,245.8%
-3,078.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.6% |
| 7D | -16.9% | +6.7% | -23.6% | -17.9% |
| 30D | +2.3% | +26.5% | -24.2% | -1.9% |
| 3M | +2.9% | +37.3% | -34.4% | -2.6% |
| 6M | +25.9% | +31.2% | -5.3% | +20.6% |
| YTD | -24.6% | -7.4% | -17.3% | -23.2% |
| 1Y | -16.0% | -9.6% | -6.5% | -14.2% |
| 3Y | -51.6% | +1.9% | -53.5% | -51.6% |
| 5Y | -42.6% | -21.1% | -21.5% | -40.6% |
| 10Y | +103.6% | +171.8% | -68.2% | +74.7% |
| All | +6,166.9% | +9,245.8% | -3,078.8% | +2,976.5% |
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