-9.9%
TYL vs IRE
-97.6%
+87.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -23.2% | +27.9% | +3.6% |
| 7D | +17.3% | -46.8% | +64.1% | +14.5% |
| 30D | +28.9% | -75.5% | +104.4% | +22.8% |
| 3M | +35.1% | -79.4% | +114.5% | +28.7% |
| 6M | +29.3% | -91.3% | +120.6% | +22.8% |
| YTD | -6.8% | -90.8% | +84.1% | -9.8% |
| 1Y | -9.9% | -97.7% | +87.8% | -16.9% |
| All | -9.9% | -97.6% | +87.7% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling