+222.9%
ICE vs TYL
+115.8%
+107.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -0.7% |
| 7D | -0.7% | -3.7% | +3.0% | +0.6% |
| 30D | +7.6% | +18.7% | -11.1% | +1.5% |
| 3M | +13.9% | +18.1% | -4.2% | +7.2% |
| 6M | -2.4% | -1.1% | -1.2% | -2.9% |
| YTD | +0.3% | -19.8% | +20.1% | +6.1% |
| 1Y | -6.4% | -34.3% | +27.9% | +5.9% |
| 3Y | +43.1% | -8.2% | +51.3% | +41.2% |
| 5Y | +42.1% | -25.4% | +67.5% | +46.8% |
| All | +222.9% | +115.8% | +107.1% | +139.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling