+1,126.8%
IJR vs TYL
+10,608.8%
-9,482.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +0.1% | +4.3% | -4.2% | -0.8% |
| 30D | +2.6% | +28.0% | -25.3% | -2.8% |
| 3M | -4.3% | +32.3% | -36.6% | -10.3% |
| 6M | +2.7% | +29.9% | -27.2% | -4.0% |
| YTD | +18.5% | -7.1% | +25.6% | +17.9% |
| 1Y | +20.1% | -9.2% | +29.3% | +20.0% |
| 3Y | +61.7% | +0.7% | +61.0% | +56.9% |
| 5Y | +28.5% | -21.1% | +49.6% | +29.5% |
| 10Y | +161.6% | +180.8% | -19.3% | +102.9% |
| All | +1,126.8% | +10,608.8% | -9,482.0% | +464.4% |
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 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