+57.8%
IJH vs TYL
+1.3%
+56.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +2.3% | +0.8% | +1.5% | +2.2% |
| 30D | +2.1% | +21.1% | -19.1% | -0.5% |
| 3M | -5.7% | +28.9% | -34.6% | -8.9% |
| 6M | +1.4% | +42.0% | -40.6% | -4.1% |
| YTD | +12.6% | -6.6% | +19.2% | +16.7% |
| 1Y | +16.1% | -9.1% | +25.2% | +21.2% |
| 3Y | +57.8% | +1.8% | +56.0% | +60.9% |
| All | +57.8% | +1.3% | +56.5% | +60.9% |
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