+67.8%
IVV vs TYL
-20.5%
+88.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -4.8% |
| 7D | -4.8% | +15.1% | -19.8% | -8.0% |
| 30D | -5.9% | +30.1% | -36.0% | -12.0% |
| 3M | -4.5% | +40.4% | -44.9% | -12.8% |
| 6M | +1.8% | +31.3% | -29.4% | -6.1% |
| YTD | +8.4% | -5.2% | +13.6% | +9.7% |
| 1Y | +9.4% | -6.6% | +16.0% | +11.1% |
| 3Y | +75.3% | +3.4% | +71.9% | +67.0% |
| 5Y | +67.8% | -19.3% | +87.0% | +67.9% |
| All | +67.8% | -20.5% | +88.3% | +67.9% |
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