+3.2%
ITW vs TYL
-39.5%
+42.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-09 to 2026-09-09.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.7% |
| 7D | -1.9% | -8.6% | +6.7% | -1.8% |
| 30D | -10.4% | +7.5% | -17.9% | -10.4% |
| 3M | +3.5% | +10.9% | -7.4% | +3.5% |
| 6M | -3.4% | -6.7% | +3.3% | -3.5% |
| YTD | +8.5% | -24.5% | +33.0% | +12.5% |
| 1Y | +3.2% | -38.6% | +41.9% | +13.0% |
| All | +3.2% | -39.5% | +42.7% | +13.0% |
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 2025-09-09 to 2026-09-09: 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…
2025-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling