+49.0%
IVZ vs TYL
+168.7%
-119.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.9% |
| 7D | -2.4% | +6.7% | -9.1% | -4.9% |
| 30D | -11.2% | +26.5% | -37.8% | -19.3% |
| 3M | -14.0% | +37.3% | -51.3% | -24.8% |
| 6M | +0.5% | +31.2% | -30.7% | -12.1% |
| YTD | +5.4% | -7.4% | +12.8% | +5.7% |
| 1Y | +19.5% | -9.6% | +29.0% | +21.0% |
| 3Y | +128.7% | +1.9% | +126.8% | +114.3% |
| 5Y | +28.8% | -21.1% | +49.9% | +30.6% |
| All | +49.0% | +168.7% | -119.7% | -13.5% |
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 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