+97.5%
IAU vs TYL
+1.2%
+96.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.8% |
| 7D | -5.5% | -1.6% | -3.9% | -5.5% |
| 30D | -7.0% | +22.1% | -29.1% | -6.6% |
| 3M | -12.3% | +33.4% | -45.6% | -11.8% |
| 6M | -17.9% | +36.8% | -54.7% | -17.5% |
| YTD | -10.3% | -6.7% | -3.6% | -9.4% |
| 1Y | -7.9% | -9.2% | +1.3% | -6.9% |
| All | +97.5% | +1.2% | +96.2% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 3y: compounded portfolio wealth divided by compounded TYL 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…
3y analysis · Full analysis span regression · 6 months rolling