+10.1%
IWF vs TYL
-34.2%
+44.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | 0.0% |
| 7D | +0.5% | -3.7% | +4.2% | +0.5% |
| 30D | -0.4% | +18.7% | -19.1% | -0.4% |
| 3M | -2.6% | +18.1% | -20.7% | -2.6% |
| 6M | +9.1% | -1.1% | +10.3% | +10.3% |
| YTD | +4.5% | -19.8% | +24.3% | +6.3% |
| 1Y | +10.1% | -34.3% | +44.4% | +12.2% |
| All | +10.1% | -34.2% | +44.3% | +12.2% |
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