-8.3%
IEMG vs TYL
+34.7%
-43.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.6% |
| 7D | +0.7% | +0.5% | +0.2% | +0.9% |
| 30D | -6.4% | +25.2% | -31.6% | -0.3% |
| 3M | -5.5% | +31.8% | -37.3% | +2.6% |
| 6M | -8.3% | +36.3% | -44.6% | +2.0% |
| All | -8.3% | +34.7% | -43.1% | +2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling