+6,914.1%
TYL vs IAG
+377.5%
+6,536.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.9% |
| 7D | -3.7% | -0.5% | -3.1% | -3.7% |
| 30D | +18.7% | +28.9% | -10.1% | +16.8% |
| 3M | +18.1% | +19.1% | -1.0% | +16.4% |
| 6M | -1.1% | -10.3% | +9.1% | -1.2% |
| YTD | -19.8% | +24.2% | -44.0% | -21.7% |
| 1Y | -34.3% | +116.5% | -150.8% | -38.3% |
| 3Y | -8.2% | +742.8% | -751.0% | -22.6% |
| 5Y | -25.4% | +753.3% | -778.8% | -38.6% |
| 10Y | +115.6% | +403.2% | -287.6% | +75.2% |
| All | +6,914.1% | +377.5% | +6,536.6% | +5,389.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling