+22.9%
IP vs TYL
+116.1%
-93.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.0% | +6.2% | +3.1% |
| 7D | -5.3% | -3.7% | -1.6% | -4.5% |
| 30D | -10.9% | +18.7% | -29.6% | -14.5% |
| 3M | +11.2% | +18.1% | -7.0% | +6.4% |
| 6M | -10.2% | -1.1% | -9.1% | -10.8% |
| YTD | -2.0% | -19.8% | +17.8% | +2.2% |
| 1Y | -19.1% | -34.3% | +15.2% | -11.2% |
| 3Y | +20.9% | -8.2% | +29.1% | +18.5% |
| 5Y | -17.8% | -25.4% | +7.6% | -17.2% |
| All | +22.9% | +116.1% | -93.2% | -10.5% |
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