+12.2%
IOT vs TYL
-34.2%
+46.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.0% | +7.8% | +6.7% |
| 7D | -2.3% | -3.7% | +1.3% | +0.2% |
| 30D | +3.8% | +18.7% | -14.9% | -9.3% |
| 3M | +14.2% | +18.1% | -4.0% | -0.1% |
| 6M | +40.1% | -1.1% | +41.2% | +38.1% |
| YTD | +13.4% | -19.8% | +33.2% | +26.8% |
| 1Y | +12.2% | -34.3% | +46.5% | +38.9% |
| All | +12.2% | -34.2% | +46.3% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling