-23.1%
TYL vs IAG
+421.7%
-444.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | 0.0% |
| 7D | +0.8% | -7.7% | +8.5% | +1.3% |
| 30D | +21.1% | +1.6% | +19.5% | +20.7% |
| 3M | +28.9% | -2.4% | +31.3% | +28.6% |
| 6M | +42.0% | -7.8% | +49.8% | +41.8% |
| YTD | -6.6% | +5.0% | -11.6% | -8.3% |
| 1Y | -9.1% | +25.7% | -34.8% | -12.3% |
| 3Y | +1.8% | +694.5% | -692.7% | -21.9% |
| All | -23.1% | +421.7% | -444.8% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling