+16.1%
IJH vs TYL
-8.8%
+24.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +2.3% | +0.8% | +1.5% | +2.3% |
| 30D | +2.1% | +21.1% | -19.1% | +2.1% |
| 3M | -5.7% | +28.9% | -34.6% | -5.6% |
| 6M | +1.4% | +42.0% | -40.6% | +1.3% |
| YTD | +12.6% | -6.6% | +19.2% | +16.2% |
| 1Y | +16.1% | -9.1% | +25.2% | +20.5% |
| All | +16.1% | -8.8% | +24.9% | +20.5% |
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 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