-23.2%
TYL vs IBB
+39.9%
-63.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.8% |
| 7D | -1.6% | +1.6% | -3.2% | -2.6% |
| 30D | +22.1% | +6.7% | +15.4% | +17.1% |
| 3M | +33.4% | +6.3% | +27.0% | +27.3% |
| 6M | +36.8% | +23.9% | +12.9% | +18.5% |
| YTD | -6.7% | +26.6% | -33.3% | -21.0% |
| 1Y | -9.2% | +29.6% | -38.9% | -24.5% |
| 3Y | +1.2% | +86.1% | -84.9% | -38.9% |
| All | -23.2% | +39.9% | -63.1% | -40.5% |
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 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