+1,104.4%
IVZ vs TYL
+13,137.5%
-12,033.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +1.7% |
| 7D | +0.6% | -3.7% | +4.3% | +1.2% |
| 30D | +4.0% | +18.7% | -14.7% | +1.2% |
| 3M | +18.2% | +18.1% | 0.0% | +14.6% |
| 6M | +32.8% | -1.1% | +33.9% | +31.9% |
| YTD | +28.7% | -19.8% | +48.6% | +31.6% |
| 1Y | +55.4% | -34.3% | +89.7% | +63.7% |
| 3Y | +135.2% | -8.2% | +143.4% | +134.8% |
| 5Y | +64.2% | -25.4% | +89.6% | +68.6% |
| 10Y | +64.6% | +115.6% | -51.0% | +45.6% |
| All | +1,104.4% | +13,137.5% | -12,033.1% | +683.0% |
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