+86.0%
IYR vs TYL
+174.6%
-88.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +2.3% | +3.5% | -1.3% | +1.2% |
| 30D | +7.4% | +26.9% | -19.5% | +0.1% |
| 3M | -0.7% | +33.8% | -34.6% | -9.2% |
| 6M | +1.6% | +28.8% | -27.2% | -6.8% |
| YTD | +11.6% | -7.9% | +19.4% | +12.2% |
| 1Y | +10.5% | -9.8% | +20.3% | +11.8% |
| 3Y | +43.4% | +1.2% | +42.2% | +36.9% |
| 5Y | +6.8% | -22.8% | +29.6% | +8.1% |
| 10Y | +86.0% | +168.8% | -82.8% | +36.5% |
| All | +86.0% | +174.6% | -88.6% | +36.5% |
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