+8,003.3%
TYL vs IAG
+337.4%
+7,665.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.2% | -9.5% | -2.7% |
| 7D | +6.7% | +21.4% | -14.8% | +5.4% |
| 30D | +26.5% | +4.0% | +22.5% | +26.0% |
| 3M | +37.3% | +17.0% | +20.3% | +35.5% |
| 6M | +31.2% | +1.4% | +29.8% | +30.2% |
| YTD | -7.4% | +13.8% | -21.1% | -9.2% |
| 1Y | -9.6% | +55.8% | -65.4% | -13.2% |
| 3Y | +1.9% | +647.4% | -645.5% | -13.5% |
| 5Y | -21.1% | +519.1% | -540.3% | -33.8% |
| 10Y | +171.8% | +345.6% | -173.8% | +122.8% |
| All | +8,003.3% | +337.4% | +7,665.9% | +6,262.1% |
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