+5.5%
IYR vs TYL
-25.2%
+30.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.3% |
| 7D | -1.2% | -3.7% | +2.4% | -0.3% |
| 30D | -2.9% | +18.7% | -21.6% | -7.4% |
| 3M | +0.8% | +18.1% | -17.3% | -4.1% |
| 6M | +1.9% | -1.1% | +3.0% | +1.3% |
| YTD | +9.6% | -19.8% | +29.4% | +15.6% |
| 1Y | +8.1% | -34.3% | +42.4% | +21.7% |
| 3Y | +29.2% | -8.2% | +37.4% | +26.5% |
| All | +5.5% | -25.2% | +30.6% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling