+381.2%
IWF vs TYL
+182.7%
+198.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | -2.9% | +4.3% | -7.2% | -4.5% |
| 30D | -10.9% | +28.0% | -38.8% | -19.3% |
| 3M | -8.1% | +32.3% | -40.4% | -18.5% |
| 6M | -7.5% | +29.9% | -37.5% | -18.7% |
| YTD | -3.4% | -7.1% | +3.7% | -3.3% |
| 1Y | -5.0% | -9.2% | +4.2% | -4.1% |
| 3Y | +64.0% | +0.7% | +63.3% | +52.5% |
| 5Y | +56.8% | -21.1% | +77.8% | +59.2% |
| All | +381.2% | +182.7% | +198.5% | +191.1% |
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 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