+9,775.7%
ITW vs TYL
+14,603.2%
-4,827.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.4% |
| 7D | +0.5% | +4.3% | -3.8% | +0.1% |
| 30D | +9.1% | +28.0% | -18.9% | +6.4% |
| 3M | -1.6% | +32.3% | -33.9% | -4.4% |
| 6M | +14.5% | +29.9% | -15.4% | +11.2% |
| YTD | +19.2% | -7.1% | +26.3% | +19.0% |
| 1Y | +20.9% | -9.2% | +30.2% | +21.0% |
| 3Y | +33.1% | +0.7% | +32.4% | +31.4% |
| 5Y | +38.2% | -21.1% | +59.3% | +38.6% |
| 10Y | +196.2% | +180.8% | +15.3% | +164.3% |
| All | +9,775.7% | +14,603.2% | -4,827.5% | +6,057.9% |
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