-24.8%
TYL vs IBB
+22.5%
-47.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.5% |
| 7D | -3.7% | +1.4% | -5.1% | -4.5% |
| 30D | +18.7% | +10.5% | +8.2% | +11.4% |
| 3M | +18.1% | +23.6% | -5.5% | +3.4% |
| 6M | -1.1% | +22.6% | -23.7% | -13.8% |
| YTD | -19.8% | +25.7% | -45.5% | -31.4% |
| 1Y | -34.3% | +51.4% | -85.7% | -50.8% |
| 3Y | -8.2% | +64.4% | -72.6% | -37.5% |
| All | -24.8% | +22.5% | -47.2% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling