+4.3%
TYL vs IBB
+75.6%
-71.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.0% | +6.7% | +3.1% |
| 7D | +15.1% | -3.6% | +18.7% | +16.2% |
| 30D | +30.1% | +3.4% | +26.7% | +28.5% |
| 3M | +40.4% | +9.5% | +30.9% | +36.0% |
| 6M | +31.3% | +23.3% | +8.0% | +22.7% |
| YTD | -5.2% | +24.5% | -29.7% | -11.9% |
| 1Y | -6.6% | +32.9% | -39.5% | -15.3% |
| All | +4.3% | +75.6% | -71.3% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling