+172.1%
IJR vs TYL
+102.8%
+69.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | -1.1% | -8.6% | +7.5% | +1.8% |
| 30D | -3.6% | +7.5% | -11.2% | -6.2% |
| 3M | +2.3% | +10.9% | -8.6% | -2.2% |
| 6M | +14.3% | -6.7% | +21.1% | +15.2% |
| YTD | +19.3% | -24.5% | +43.8% | +28.6% |
| 1Y | +22.6% | -38.6% | +61.2% | +42.8% |
| 3Y | +53.5% | -12.6% | +66.2% | +52.3% |
| 5Y | +39.9% | -28.2% | +68.2% | +45.6% |
| 10Y | +172.1% | +104.0% | +68.0% | +89.3% |
| All | +172.1% | +102.8% | +69.3% | +89.3% |
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