+973.2%
IGV vs TYL
+16,831.6%
-15,858.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -0.7% |
| 7D | -4.5% | -3.7% | -0.8% | -3.1% |
| 30D | +3.2% | +18.7% | -15.5% | -3.5% |
| 3M | +4.5% | +18.1% | -13.6% | -2.8% |
| 6M | +22.1% | -1.1% | +23.2% | +21.5% |
| YTD | -1.0% | -19.8% | +18.8% | +6.0% |
| 1Y | -2.1% | -34.3% | +32.2% | +12.8% |
| 3Y | +44.6% | -8.2% | +52.8% | +44.7% |
| 5Y | +22.2% | -25.4% | +47.6% | +32.1% |
| 10Y | +364.7% | +115.6% | +249.1% | +251.7% |
| All | +973.2% | +16,831.6% | -15,858.4% | +214.3% |
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