+6,128.0%
IT vs TYL
+9,270.2%
-3,142.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | -7.5% | +4.3% | -11.8% | -8.2% |
| 30D | -1.2% | +28.0% | -29.1% | -5.4% |
| 3M | -2.2% | +32.3% | -34.5% | -6.8% |
| 6M | +19.1% | +29.9% | -10.8% | +14.3% |
| YTD | -25.1% | -7.1% | -18.0% | -23.8% |
| 1Y | -17.4% | -9.2% | -8.2% | -15.6% |
| 3Y | -54.1% | +0.7% | -54.8% | -54.1% |
| 5Y | -42.7% | -21.1% | -21.6% | -40.6% |
| 10Y | +88.1% | +180.8% | -92.7% | +60.7% |
| All | +6,128.0% | +9,270.2% | -3,142.2% | +2,955.8% |
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 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