+9,101.3%
ITW vs TYL
+12,593.6%
-3,492.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.5% | -0.2% |
| 7D | -3.6% | -3.7% | +0.1% | -3.2% |
| 30D | -9.1% | +18.7% | -27.9% | -10.7% |
| 3M | +8.2% | +18.1% | -9.9% | +6.3% |
| 6M | -4.8% | -1.1% | -3.6% | -5.1% |
| YTD | +11.0% | -19.8% | +30.8% | +12.6% |
| 1Y | +4.2% | -34.3% | +38.6% | +7.7% |
| 3Y | +17.3% | -8.2% | +25.5% | +16.9% |
| 5Y | +33.0% | -25.4% | +58.4% | +34.3% |
| 10Y | +182.3% | +115.6% | +66.7% | +158.3% |
| All | +9,101.3% | +12,593.6% | -3,492.4% | +5,726.6% |
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