-11.3%
TYL vs IFF
+33.6%
-44.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.6% | -4.3% |
| 7D | -7.6% | -0.2% | -7.4% | -7.6% |
| 30D | +11.3% | -0.3% | +11.6% | +11.4% |
| 3M | +14.5% | +18.6% | -4.1% | +11.7% |
| 6M | -7.1% | +17.4% | -24.5% | -9.8% |
| YTD | -23.4% | +28.5% | -51.9% | -27.8% |
| 1Y | -38.6% | +32.5% | -71.1% | -42.7% |
| 3Y | -11.3% | +34.1% | -45.4% | -20.2% |
| All | -11.3% | +33.6% | -44.9% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling