+55.2%
IJR vs TYL
-10.9%
+66.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.7% | 0.0% |
| 7D | +0.9% | -7.6% | +8.5% | +2.2% |
| 30D | -3.1% | +11.3% | -14.5% | -5.1% |
| 3M | +4.4% | +14.5% | -10.1% | +1.4% |
| 6M | +16.1% | -7.1% | +23.3% | +17.8% |
| YTD | +20.6% | -23.4% | +44.0% | +28.8% |
| 1Y | +22.9% | -38.6% | +61.4% | +40.9% |
| 3Y | +55.2% | -11.3% | +66.5% | +55.2% |
| All | +55.2% | -10.9% | +66.1% | +55.2% |
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