+35.5%
ITW vs TYL
-21.3%
+56.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.1% |
| 7D | +0.9% | +6.7% | -5.8% | -0.5% |
| 30D | +7.6% | +26.5% | -19.0% | +2.2% |
| 3M | -4.0% | +37.3% | -41.3% | -10.7% |
| 6M | +9.2% | +31.2% | -22.0% | +2.1% |
| YTD | +16.2% | -7.4% | +23.6% | +18.0% |
| 1Y | +17.9% | -9.6% | +27.5% | +20.6% |
| 3Y | +30.6% | +1.9% | +28.7% | +26.5% |
| All | +35.5% | -21.3% | +56.8% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling