-9.9%
TYL vs IBB
+42.2%
-52.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.1% | +4.3% |
| 7D | +17.3% | +2.2% | +15.1% | +16.8% |
| 30D | +28.9% | +6.3% | +22.6% | +27.5% |
| 3M | +35.1% | +16.3% | +18.8% | +31.5% |
| 6M | +29.3% | +30.0% | -0.7% | +25.6% |
| YTD | -6.8% | +31.1% | -37.9% | -9.7% |
| 1Y | -9.9% | +42.0% | -51.9% | -14.5% |
| All | -9.9% | +42.2% | -52.1% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 1y: compounded portfolio wealth divided by compounded IBB 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…
1y analysis · Full analysis span regression · 6 months rolling