+25.4%
IP vs TYL
+174.9%
-149.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.6% | -4.3% |
| 7D | -5.0% | +15.1% | -20.1% | -8.1% |
| 30D | +6.5% | +30.1% | -23.5% | +0.1% |
| 3M | -18.0% | +40.4% | -58.4% | -24.6% |
| 6M | +10.3% | +31.3% | -21.0% | +2.5% |
| YTD | -9.9% | -5.2% | -4.7% | -9.9% |
| 1Y | -1.1% | -6.6% | +5.5% | -0.6% |
| 3Y | +13.0% | +3.4% | +9.6% | +8.0% |
| 5Y | -12.3% | -19.3% | +7.0% | -12.7% |
| All | +25.4% | +174.9% | -149.5% | -14.1% |
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