+183.3%
TYL vs IFF
-10.8%
+194.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +0.5% | -5.7% | +6.3% | +2.1% |
| 30D | +25.2% | -2.7% | +27.9% | +26.0% |
| 3M | +31.8% | -2.3% | +34.1% | +32.5% |
| 6M | +36.3% | +6.0% | +30.3% | +33.6% |
| YTD | -6.3% | +24.6% | -30.9% | -13.6% |
| 1Y | -9.5% | +29.4% | -38.8% | -17.5% |
| 3Y | +1.6% | +23.1% | -21.5% | -7.9% |
| 5Y | -21.8% | -37.2% | +15.4% | -15.0% |
| 10Y | +183.3% | -10.8% | +194.1% | +175.7% |
| All | +183.3% | -10.8% | +194.1% | +175.7% |
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