+64.0%
IJR vs TYL
+0.5%
+63.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.5% | +3.0% |
| 7D | +0.2% | +3.5% | -3.4% | -0.4% |
| 30D | +3.0% | +26.9% | -23.9% | -0.7% |
| 3M | -4.5% | +33.8% | -38.3% | -9.0% |
| 6M | +3.1% | +28.8% | -25.7% | -1.4% |
| YTD | +18.9% | -7.9% | +26.8% | +23.2% |
| 1Y | +21.7% | -9.8% | +31.5% | +26.8% |
| 3Y | +64.0% | +1.2% | +62.9% | +65.4% |
| All | +64.0% | +0.5% | +63.5% | +65.4% |
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