+29.6%
IWD vs TYL
-8.1%
+37.6%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | +1.6% | +4.3% | -2.7% | +1.5% |
| 30D | +3.6% | +28.0% | -24.4% | +3.0% |
| 3M | +2.0% | +32.3% | -30.3% | +1.5% |
| 6M | +13.1% | +29.9% | -16.9% | +12.5% |
| YTD | +26.2% | -7.1% | +33.3% | +28.1% |
| 1Y | +29.6% | -9.2% | +38.8% | +32.1% |
| All | +29.6% | -8.1% | +37.6% | +32.1% |
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 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