+38.2%
IVZ vs TYL
+183.3%
-145.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +5.1% | -1.6% | +6.7% | +5.7% |
| 30D | -1.6% | +22.1% | -23.7% | -9.3% |
| 3M | -9.1% | +33.4% | -42.5% | -19.7% |
| 6M | +1.8% | +36.8% | -35.0% | -12.5% |
| YTD | +10.8% | -6.7% | +17.5% | +10.8% |
| 1Y | +19.1% | -9.2% | +28.3% | +20.5% |
| 3Y | +144.4% | +1.2% | +143.3% | +129.8% |
| 5Y | +33.6% | -23.0% | +56.6% | +37.0% |
| All | +38.2% | +183.3% | -145.0% | -21.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling