+64.3%
IYR vs TYL
+106.7%
-42.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +1.2% |
| 7D | -0.4% | -7.6% | +7.2% | +1.9% |
| 30D | -2.5% | +11.3% | -13.8% | -5.8% |
| 3M | +1.5% | +14.5% | -13.0% | -3.2% |
| 6M | +3.9% | -7.1% | +11.0% | +4.9% |
| YTD | +9.5% | -23.4% | +32.9% | +16.5% |
| 1Y | +7.5% | -38.6% | +46.0% | +22.8% |
| 3Y | +30.8% | -11.3% | +42.1% | +29.5% |
| 5Y | +4.8% | -28.0% | +32.8% | +7.9% |
| 10Y | +64.3% | +104.9% | -40.5% | +31.2% |
| All | +64.3% | +106.7% | -42.3% | +31.2% |
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