-4.9%
IGV vs TYL
-35.0%
+30.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -0.8% |
| 7D | -4.5% | -3.7% | -0.8% | -3.2% |
| 30D | +3.2% | +18.7% | -15.5% | -2.8% |
| 3M | +4.5% | +18.1% | -13.6% | -2.1% |
| 6M | +22.1% | -1.1% | +23.2% | +20.9% |
| YTD | -1.0% | -19.8% | +18.8% | +2.8% |
| All | -4.9% | -35.0% | +30.1% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling