+671.9%
IWF vs TYL
+10,520.4%
-9,848.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.0% |
| 7D | -1.0% | +3.5% | -4.6% | -1.7% |
| 30D | -10.1% | +26.9% | -37.0% | -14.3% |
| 3M | -7.6% | +33.8% | -41.5% | -13.1% |
| 6M | -6.7% | +28.8% | -35.6% | -12.2% |
| YTD | -2.5% | -7.9% | +5.3% | -2.9% |
| 1Y | -2.1% | -9.8% | +7.7% | -2.1% |
| 3Y | +68.6% | +1.2% | +67.5% | +63.8% |
| 5Y | +55.8% | -22.8% | +78.6% | +57.8% |
| 10Y | +383.3% | +168.8% | +214.5% | +299.2% |
| All | +671.9% | +10,520.4% | -9,848.5% | +313.8% |
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