+83.1%
IVV vs TYL
-25.2%
+108.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.6% |
| 7D | +0.1% | -3.7% | +3.8% | +1.1% |
| 30D | +0.1% | +18.7% | -18.7% | -4.5% |
| 3M | +2.0% | +18.1% | -16.1% | -3.2% |
| 6M | +13.0% | -1.1% | +14.2% | +12.5% |
| YTD | +13.6% | -19.8% | +33.4% | +20.2% |
| 1Y | +20.1% | -34.3% | +54.4% | +35.9% |
| 3Y | +77.6% | -8.2% | +85.8% | +73.2% |
| All | +83.1% | -25.2% | +108.2% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling