+7.5%
IYR vs TYL
-37.9%
+45.3%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.2% |
| 7D | -0.4% | -7.6% | +7.2% | +0.1% |
| 30D | -2.5% | +11.3% | -13.8% | -3.2% |
| 3M | +1.5% | +14.5% | -13.0% | +0.4% |
| 6M | +3.9% | -7.1% | +11.0% | +3.8% |
| YTD | +9.5% | -23.4% | +32.9% | +11.2% |
| 1Y | +7.5% | -38.6% | +46.0% | +13.6% |
| All | +7.5% | -37.9% | +45.3% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling