+50.7%
IJH vs TYL
-12.9%
+63.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | -0.7% | -8.6% | +7.9% | +0.6% |
| 30D | -3.8% | +7.5% | -11.4% | -5.1% |
| 3M | 0.0% | +10.9% | -10.9% | -2.0% |
| 6M | +8.8% | -6.7% | +15.5% | +10.1% |
| YTD | +13.5% | -24.5% | +38.0% | +21.2% |
| 1Y | +15.4% | -38.6% | +54.0% | +31.2% |
| All | +50.7% | -12.9% | +63.6% | +51.5% |
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 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