+774.4%
IVV vs TYL
+9,573.1%
-8,798.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.7% | -3.1% | +0.8% |
| 7D | -0.7% | +17.3% | -18.0% | -3.4% |
| 30D | -1.0% | +28.9% | -29.9% | -5.4% |
| 3M | -0.3% | +35.1% | -35.4% | -5.6% |
| 6M | +7.4% | +29.3% | -22.0% | +1.8% |
| YTD | +13.4% | -6.8% | +20.1% | +12.9% |
| 1Y | +14.8% | -9.9% | +24.7% | +14.9% |
| 3Y | +83.3% | +1.7% | +81.7% | +78.6% |
| 5Y | +76.1% | -21.6% | +97.7% | +77.1% |
| 10Y | +333.3% | +173.5% | +159.8% | +258.6% |
| All | +774.4% | +9,573.1% | -8,798.7% | +403.9% |
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 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