+733.6%
IWM vs TYL
+10,830.0%
-10,096.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -5.0% |
| 7D | -4.6% | +15.1% | -19.7% | -7.6% |
| 30D | -3.7% | +30.1% | -33.7% | -9.4% |
| 3M | -9.4% | +40.4% | -49.7% | -16.5% |
| 6M | -3.6% | +31.3% | -34.9% | -10.6% |
| YTD | +10.8% | -5.2% | +16.0% | +9.7% |
| 1Y | +11.9% | -6.6% | +18.5% | +11.0% |
| 3Y | +60.6% | +3.4% | +57.2% | +54.4% |
| 5Y | +19.2% | -19.3% | +38.5% | +19.8% |
| 10Y | +165.3% | +178.1% | -12.8% | +104.4% |
| All | +733.6% | +10,830.0% | -10,096.4% | +279.2% |
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 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