+116.5%
IEMG vs TYL
+880.4%
-763.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -0.7% | +4.3% | -5.0% | -1.7% |
| 30D | -9.4% | +28.0% | -37.3% | -14.6% |
| 3M | -7.3% | +32.3% | -39.6% | -13.6% |
| 6M | -10.4% | +29.9% | -40.3% | -17.1% |
| YTD | +10.6% | -7.1% | +17.7% | +10.6% |
| 1Y | +10.5% | -9.2% | +19.7% | +11.1% |
| 3Y | +67.7% | +0.7% | +67.0% | +60.4% |
| 5Y | +36.2% | -21.1% | +57.3% | +36.3% |
| 10Y | +125.6% | +180.8% | -55.2% | +54.2% |
| All | +116.5% | +880.4% | -763.9% | +6.1% |
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