+776.1%
IVV vs TYL
+8,220.7%
-7,444.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.3% |
| 7D | +0.1% | -3.7% | +3.8% | +0.7% |
| 30D | +0.1% | +18.7% | -18.7% | -2.9% |
| 3M | +2.0% | +18.1% | -16.1% | -1.4% |
| 6M | +13.0% | -1.1% | +14.2% | +12.3% |
| YTD | +13.6% | -19.8% | +33.4% | +16.4% |
| 1Y | +20.1% | -34.3% | +54.4% | +27.2% |
| 3Y | +77.6% | -8.2% | +85.8% | +76.3% |
| 5Y | +82.5% | -25.4% | +107.9% | +85.8% |
| 10Y | +316.5% | +115.6% | +201.0% | +258.9% |
| All | +776.1% | +8,220.7% | -7,444.6% | +419.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling