+179.3%
IJH vs TYL
+101.5%
+77.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -1.9% | -7.5% | +5.7% | +0.7% |
| 30D | -4.6% | +6.0% | -10.6% | -6.8% |
| 3M | -1.2% | +13.9% | -15.1% | -6.5% |
| 6M | +9.4% | -3.3% | +12.7% | +8.7% |
| YTD | +13.3% | -25.8% | +39.2% | +22.9% |
| 1Y | +13.4% | -39.2% | +52.6% | +32.6% |
| 3Y | +50.4% | -13.2% | +63.6% | +48.8% |
| 5Y | +49.0% | -28.6% | +77.6% | +55.0% |
| All | +179.3% | +101.5% | +77.8% | +99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling