-27.3%
TYL vs IFF
-36.1%
+8.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.4% |
| 6M | -6.7% | +16.5% | -23.2% | -11.8% |
| YTD | -24.5% | +26.5% | -51.0% | -31.1% |
| 1Y | -38.6% | +32.7% | -71.3% | -45.0% |
| 3Y | -12.6% | +32.0% | -44.6% | -24.3% |
| All | -27.3% | -36.1% | +8.7% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling