+64.2%
IWM vs TYL
+2.6%
+61.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.3% |
| 7D | -2.0% | +6.7% | -8.7% | -2.9% |
| 30D | -1.5% | +26.5% | -28.0% | -4.7% |
| 3M | -8.0% | +37.3% | -45.3% | -12.3% |
| 6M | -4.1% | +31.2% | -35.3% | -8.3% |
| YTD | +11.9% | -7.4% | +19.3% | +16.5% |
| 1Y | +15.0% | -9.6% | +24.6% | +20.5% |
| 3Y | +64.2% | +1.9% | +62.3% | +64.7% |
| All | +64.2% | +2.6% | +61.6% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling