+104.0%
TYL vs IFF
-21.7%
+125.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.1% |
| 7D | -8.6% | -3.0% | -5.6% | -7.8% |
| 30D | +7.5% | -0.9% | +8.5% | +7.8% |
| 3M | +10.9% | +11.8% | -0.9% | +7.5% |
| 6M | -6.7% | +16.5% | -23.2% | -11.7% |
| YTD | -24.5% | +26.5% | -51.0% | -30.6% |
| 1Y | -38.6% | +32.7% | -71.3% | -44.5% |
| 3Y | -12.6% | +32.0% | -44.6% | -22.5% |
| 5Y | -28.2% | -36.1% | +7.8% | -22.4% |
| 10Y | +104.0% | -20.1% | +124.1% | +98.6% |
| All | +104.0% | -21.7% | +125.7% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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