-19.4%
TYL vs IRE
-97.3%
+77.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.7% |
| 7D | +3.5% | -15.5% | +19.0% | +3.7% |
| 30D | +26.9% | -70.4% | +97.3% | +22.6% |
| 3M | +33.8% | -81.6% | +115.5% | +28.0% |
| 6M | +28.8% | -94.7% | +123.5% | +22.0% |
| YTD | -7.9% | -91.8% | +83.9% | -10.7% |
| 1Y | -9.8% | -97.6% | +87.8% | -14.6% |
| All | -19.4% | -97.3% | +77.9% | -23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling