+118.4%
IEMG vs TYL
+884.9%
-766.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +5.3% | -1.6% | +6.9% | +5.6% |
| 30D | -7.2% | +22.1% | -29.3% | -11.5% |
| 3M | -8.1% | +33.4% | -41.5% | -14.5% |
| 6M | -6.7% | +36.8% | -43.5% | -14.7% |
| YTD | +11.6% | -6.7% | +18.3% | +11.5% |
| 1Y | +11.4% | -9.2% | +20.6% | +12.0% |
| 3Y | +69.3% | +1.2% | +68.1% | +61.7% |
| 5Y | +34.9% | -23.0% | +57.9% | +36.1% |
| 10Y | +132.1% | +182.0% | -49.9% | +58.4% |
| All | +118.4% | +884.9% | -766.4% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling