+169.2%
IWM vs TYL
+116.1%
+53.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.7% |
| 7D | +0.1% | -3.7% | +3.8% | +1.4% |
| 30D | -1.3% | +18.7% | -20.0% | -7.5% |
| 3M | +1.6% | +18.1% | -16.5% | -5.5% |
| 6M | +13.6% | -1.1% | +14.7% | +12.0% |
| YTD | +20.8% | -19.8% | +40.6% | +28.2% |
| 1Y | +26.4% | -34.3% | +60.7% | +45.6% |
| 3Y | +60.7% | -8.2% | +68.9% | +56.0% |
| 5Y | +38.2% | -25.4% | +63.6% | +42.9% |
| All | +169.2% | +116.1% | +53.1% | +84.2% |
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