-1.1%
IP vs TYL
-8.4%
+7.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.6% | -4.1% |
| 7D | -5.0% | +15.1% | -20.1% | -6.3% |
| 30D | +6.5% | +30.1% | -23.5% | +3.8% |
| 3M | -18.0% | +40.4% | -58.4% | -20.9% |
| 6M | +10.3% | +31.3% | -21.0% | +6.8% |
| YTD | -9.9% | -5.2% | -4.7% | -0.6% |
| 1Y | -1.1% | -6.6% | +5.5% | +10.5% |
| All | -1.1% | -8.4% | +7.3% | +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 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