+727.5%
IWF vs TYL
+9,145.2%
-8,417.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.7% |
| 7D | +0.5% | -3.7% | +4.2% | +1.2% |
| 30D | -0.4% | +18.7% | -19.1% | -3.7% |
| 3M | -2.6% | +18.1% | -20.7% | -6.3% |
| 6M | +9.1% | -1.1% | +10.3% | +8.3% |
| YTD | +4.5% | -19.8% | +24.3% | +7.3% |
| 1Y | +10.1% | -34.3% | +44.4% | +17.3% |
| 3Y | +77.6% | -8.2% | +85.9% | +76.3% |
| 5Y | +73.7% | -25.4% | +99.1% | +78.2% |
| 10Y | +411.5% | +115.6% | +296.0% | +340.8% |
| All | +727.5% | +9,145.2% | -8,417.7% | +357.4% |
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