+702.4%
IYR vs TYL
+11,305.0%
-10,602.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.2% |
| 7D | +2.0% | +6.7% | -4.7% | +0.7% |
| 30D | +8.2% | +26.5% | -18.3% | +3.5% |
| 3M | -1.7% | +37.3% | -39.0% | -7.7% |
| 6M | -0.4% | +31.2% | -31.5% | -6.1% |
| YTD | +9.9% | -7.4% | +17.2% | +9.7% |
| 1Y | +10.4% | -9.6% | +20.0% | +10.7% |
| 3Y | +38.4% | +1.9% | +36.5% | +34.7% |
| 5Y | +5.2% | -21.1% | +26.3% | +5.9% |
| 10Y | +83.8% | +171.8% | -87.9% | +48.1% |
| All | +702.4% | +11,305.0% | -10,602.6% | +316.5% |
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 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