+30.7%
IVZ vs TYL
-10.1%
+40.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.7% | -0.5% | +4.0% |
| 7D | +2.6% | +17.3% | -14.6% | +2.2% |
| 30D | -3.5% | +28.9% | -32.4% | -4.2% |
| 3M | -7.4% | +35.1% | -42.4% | -8.2% |
| 6M | +14.7% | +29.3% | -14.6% | +14.1% |
| YTD | +14.6% | -6.8% | +21.4% | +21.6% |
| 1Y | +30.7% | -9.9% | +40.6% | +39.6% |
| All | +30.7% | -10.1% | +40.8% | +39.6% |
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