+168.9%
TYL vs IBB
+156.3%
+12.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -3.2% |
| 7D | +6.7% | -1.8% | +8.5% | +7.5% |
| 30D | +26.5% | +5.1% | +21.5% | +22.5% |
| 3M | +37.3% | +10.7% | +26.6% | +28.5% |
| 6M | +31.2% | +22.9% | +8.3% | +15.1% |
| YTD | -7.4% | +26.7% | -34.1% | -20.7% |
| 1Y | -9.6% | +35.1% | -44.7% | -25.7% |
| 3Y | +1.9% | +80.2% | -78.3% | -31.7% |
| 5Y | -21.1% | +37.8% | -59.0% | -37.9% |
| All | +168.9% | +156.3% | +12.6% | +65.0% |
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