+309.6%
IVV vs TYL
+174.6%
+135.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.5% |
| 7D | +0.1% | +3.5% | -3.4% | -1.0% |
| 30D | -3.3% | +26.9% | -30.2% | -10.4% |
| 3M | -2.4% | +33.8% | -36.2% | -11.5% |
| 6M | +2.6% | +28.8% | -26.2% | -6.9% |
| YTD | +11.3% | -7.9% | +19.2% | +12.0% |
| 1Y | +13.4% | -9.8% | +23.2% | +14.9% |
| 3Y | +80.3% | +1.2% | +79.1% | +70.4% |
| 5Y | +72.7% | -22.8% | +95.5% | +76.1% |
| 10Y | +309.6% | +168.8% | +140.8% | +169.2% |
| All | +309.6% | +174.6% | +135.1% | +169.2% |
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