+145.4%
IEMG vs TYL
+746.4%
-600.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +2.6% |
| 7D | +2.2% | -3.7% | +5.9% | +3.1% |
| 30D | +4.6% | +18.7% | -14.1% | +0.3% |
| 3M | +0.4% | +18.1% | -17.8% | -4.5% |
| 6M | +16.4% | -1.1% | +17.5% | +15.2% |
| YTD | +25.4% | -19.8% | +45.3% | +30.3% |
| 1Y | +38.3% | -34.3% | +72.6% | +51.4% |
| 3Y | +84.1% | -8.2% | +92.3% | +79.6% |
| 5Y | +49.0% | -25.4% | +74.4% | +50.6% |
| 10Y | +141.8% | +115.6% | +26.3% | +76.9% |
| All | +145.4% | +746.4% | -600.9% | +25.0% |
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