+12,412.3%
TYL vs IFF
+856.0%
+11,556.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -3.7% | -1.8% | -1.9% | -3.1% |
| 30D | +18.7% | -2.0% | +20.7% | +19.5% |
| 3M | +18.1% | +18.5% | -0.4% | +11.3% |
| 6M | -1.1% | +11.7% | -12.8% | -6.5% |
| YTD | -19.8% | +29.6% | -49.4% | -28.4% |
| 1Y | -34.3% | +35.0% | -69.3% | -42.3% |
| 3Y | -8.2% | +32.3% | -40.5% | -20.6% |
| 5Y | -25.4% | -34.6% | +9.1% | -19.4% |
| 10Y | +115.6% | -20.6% | +136.2% | +104.0% |
| All | +12,412.3% | +856.0% | +11,556.3% | +5,404.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling