+168.9%
TYL vs IAG
+365.5%
-196.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.2% | -9.5% | -2.7% |
| 7D | +6.7% | +21.4% | -14.8% | +5.5% |
| 30D | +26.5% | +4.0% | +22.5% | +26.1% |
| 3M | +37.3% | +17.0% | +20.3% | +35.7% |
| 6M | +31.2% | +1.4% | +29.8% | +30.3% |
| YTD | -7.4% | +13.8% | -21.1% | -9.0% |
| 1Y | -9.6% | +55.8% | -65.4% | -13.1% |
| 3Y | +1.9% | +647.4% | -645.5% | -13.7% |
| 5Y | -21.1% | +519.1% | -540.3% | -34.6% |
| All | +168.9% | +365.5% | -196.6% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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