+144.3%
IWM vs TYL
+183.3%
-38.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.5% |
| 7D | +2.8% | -1.6% | +4.3% | +3.3% |
| 30D | +0.6% | +22.1% | -21.5% | -6.5% |
| 3M | -7.8% | +33.4% | -41.1% | -17.5% |
| 6M | -1.0% | +36.8% | -37.8% | -13.5% |
| YTD | +13.9% | -6.7% | +20.6% | +14.0% |
| 1Y | +15.4% | -9.2% | +24.7% | +16.8% |
| 3Y | +70.2% | +1.2% | +69.1% | +60.0% |
| 5Y | +23.7% | -23.0% | +46.7% | +27.3% |
| All | +144.3% | +183.3% | -38.9% | +48.2% |
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 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