-22.7%
TYL vs IBN
+74.5%
-97.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +0.5% | +11.1% | -10.6% | -3.7% |
| 30D | +25.2% | +23.9% | +1.3% | +15.1% |
| 3M | +31.8% | +16.3% | +15.5% | +24.0% |
| 6M | +36.3% | +34.2% | +2.0% | +21.4% |
| YTD | -6.3% | +17.6% | -23.8% | -12.6% |
| 1Y | -9.5% | +13.8% | -23.3% | -14.4% |
| 3Y | +1.6% | +57.0% | -55.4% | -21.2% |
| All | -22.7% | +74.5% | -97.1% | -45.5% |
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