+14,393.1%
TYL vs IFF
+825.2%
+13,568.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.3% |
| 7D | +4.3% | -9.8% | +14.1% | +7.7% |
| 30D | +28.0% | -1.6% | +29.6% | +28.5% |
| 3M | +32.3% | -1.8% | +34.1% | +33.0% |
| 6M | +29.9% | +3.6% | +26.3% | +27.5% |
| YTD | -7.1% | +25.4% | -32.5% | -16.2% |
| 1Y | -9.2% | +35.4% | -44.6% | -20.4% |
| 3Y | +0.7% | +23.9% | -23.2% | -10.9% |
| 5Y | -21.1% | -37.1% | +16.1% | -13.5% |
| 10Y | +180.8% | -10.3% | +191.1% | +153.5% |
| All | +14,393.1% | +825.2% | +13,568.0% | +6,337.5% |
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