+55.4%
IVZ vs TYL
-34.2%
+89.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +1.2% |
| 7D | +0.6% | -3.7% | +4.3% | +0.8% |
| 30D | +4.0% | +18.7% | -14.7% | +3.3% |
| 3M | +18.2% | +18.1% | 0.0% | +17.2% |
| 6M | +32.8% | -1.1% | +33.9% | +34.5% |
| YTD | +28.7% | -19.8% | +48.6% | +33.8% |
| 1Y | +55.4% | -34.3% | +89.7% | +65.5% |
| All | +55.4% | -34.2% | +89.6% | +65.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling