+50.6%
IEMG vs TYL
-28.2%
+78.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.5% | +0.7% |
| 7D | +2.8% | -7.6% | +10.4% | +3.9% |
| 30D | +4.6% | +11.3% | -6.7% | +2.8% |
| 3M | +5.5% | +14.5% | -9.0% | +2.6% |
| 6M | +19.7% | -7.1% | +26.8% | +21.0% |
| YTD | +25.5% | -23.4% | +48.9% | +32.0% |
| 1Y | +35.5% | -38.6% | +74.1% | +50.4% |
| 3Y | +88.0% | -11.3% | +99.3% | +84.9% |
| 5Y | +50.6% | -28.0% | +78.5% | +51.0% |
| All | +50.6% | -28.2% | +78.8% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling