+144.8%
IEMG vs TYL
+102.8%
+42.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.2% |
| 7D | +1.6% | -8.6% | +10.2% | +3.6% |
| 30D | +4.6% | +7.5% | -2.9% | +2.7% |
| 3M | +4.8% | +10.9% | -6.1% | +1.4% |
| 6M | +16.8% | -6.7% | +23.5% | +17.4% |
| YTD | +24.8% | -24.5% | +49.4% | +32.0% |
| 1Y | +34.3% | -38.6% | +72.9% | +50.4% |
| 3Y | +87.0% | -12.6% | +99.6% | +83.8% |
| 5Y | +49.9% | -28.2% | +78.2% | +52.8% |
| 10Y | +144.8% | +104.0% | +40.8% | +83.5% |
| All | +144.8% | +102.8% | +42.0% | +83.5% |
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