+40.2%
IGV vs TYL
+1.7%
+38.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | -1.3% | +0.5% | -1.8% | -1.5% |
| 30D | -8.1% | +25.2% | -33.3% | -16.4% |
| 3M | -1.6% | +31.8% | -33.4% | -12.4% |
| 6M | +12.7% | +36.3% | -23.5% | -1.7% |
| YTD | -3.3% | -6.3% | +3.0% | -2.1% |
| 1Y | -7.9% | -9.5% | +1.6% | -5.6% |
| All | +40.2% | +1.7% | +38.5% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling