+886.2%
IVZ vs TYL
+15,549.8%
-14,663.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.7% | -9.7% | -8.3% |
| 7D | -6.7% | +15.1% | -21.8% | -8.8% |
| 30D | -10.9% | +30.1% | -40.9% | -14.6% |
| 3M | -14.8% | +40.4% | -55.2% | -19.5% |
| 6M | +2.4% | +31.3% | -28.9% | -2.8% |
| YTD | +5.4% | -5.2% | +10.6% | +4.8% |
| 1Y | +19.6% | -6.6% | +26.2% | +19.0% |
| 3Y | +122.4% | +3.4% | +119.0% | +117.4% |
| 5Y | +28.8% | -19.3% | +48.0% | +30.1% |
| 10Y | +52.3% | +178.1% | -125.8% | +29.4% |
| All | +886.2% | +15,549.8% | -14,663.6% | +523.1% |
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