+185.1%
ITW vs TYL
+100.8%
+84.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.0% |
| 7D | -2.4% | -11.5% | +9.2% | +0.7% |
| 30D | -9.5% | +3.9% | -13.4% | -10.6% |
| 3M | +6.6% | +10.8% | -4.1% | +3.1% |
| 6M | -1.8% | -5.3% | +3.5% | -1.5% |
| YTD | +9.0% | -26.1% | +35.1% | +16.5% |
| 1Y | +3.6% | -38.5% | +42.1% | +17.0% |
| 3Y | +19.4% | -14.5% | +33.9% | +19.3% |
| 5Y | +36.4% | -28.9% | +65.3% | +40.0% |
| All | +185.1% | +100.8% | +84.3% | +112.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling