+1,075.9%
IJH vs TYL
+9,145.2%
-8,069.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.2% | +0.9% |
| 7D | +0.1% | -3.7% | +3.8% | +0.8% |
| 30D | -1.5% | +18.7% | -20.2% | -4.9% |
| 3M | +0.8% | +18.1% | -17.4% | -3.0% |
| 6M | +7.6% | -1.1% | +8.7% | +6.7% |
| YTD | +15.5% | -19.8% | +35.3% | +18.6% |
| 1Y | +16.9% | -34.3% | +51.2% | +24.8% |
| 3Y | +48.1% | -8.2% | +56.3% | +46.9% |
| 5Y | +47.8% | -25.4% | +73.2% | +51.0% |
| 10Y | +178.6% | +115.6% | +63.0% | +134.4% |
| All | +1,075.9% | +9,145.2% | -8,069.4% | +522.8% |
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