+180.8%
TYL vs IBB
+130.8%
+50.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.4% |
| 7D | +4.3% | +0.8% | +3.5% | +3.6% |
| 30D | +28.0% | +5.2% | +22.8% | +23.8% |
| 3M | +32.3% | +8.6% | +23.8% | +25.1% |
| 6M | +29.9% | +27.8% | +2.1% | +11.2% |
| YTD | -7.1% | +28.8% | -35.9% | -21.5% |
| 1Y | -9.2% | +36.4% | -45.6% | -26.0% |
| 3Y | +0.7% | +89.3% | -88.6% | -35.1% |
| 5Y | -21.1% | +43.3% | -64.3% | -39.4% |
| 10Y | +180.8% | +130.6% | +50.2% | +67.4% |
| All | +180.8% | +130.8% | +50.0% | +67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling