-22.4%
TYL vs IBN
+68.5%
-90.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.5% | -3.9% |
| 7D | +6.7% | +15.1% | -8.4% | +0.8% |
| 30D | +26.5% | +21.6% | +4.9% | +17.2% |
| 3M | +37.3% | +11.2% | +26.1% | +31.4% |
| 6M | +31.2% | +27.8% | +3.4% | +19.1% |
| YTD | -7.4% | +14.7% | -22.0% | -12.7% |
| 1Y | -9.6% | +14.4% | -24.0% | -14.8% |
| 3Y | +1.9% | +52.1% | -50.2% | -19.9% |
| All | -22.4% | +68.5% | -90.9% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling