+115.4%
TYL vs IBN
+321.6%
-206.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.9% |
| 7D | -3.7% | +1.4% | -5.1% | -4.0% |
| 30D | +18.7% | -0.3% | +19.1% | +18.8% |
| 3M | +18.1% | +17.1% | +1.0% | +14.3% |
| 6M | -1.1% | +3.4% | -4.5% | -2.0% |
| YTD | -19.8% | +2.5% | -22.3% | -20.5% |
| 1Y | -34.3% | -4.2% | -30.2% | -34.0% |
| 3Y | -8.2% | +32.4% | -40.6% | -14.7% |
| 5Y | -25.4% | +59.2% | -84.6% | -33.4% |
| All | +115.4% | +321.6% | -206.2% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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