-18.9%
TYL vs IRE
-97.2%
+78.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +39.6% | -41.9% | -0.4% |
| 7D | +6.7% | -27.2% | +33.8% | +6.2% |
| 30D | +26.5% | -75.1% | +101.7% | +21.5% |
| 3M | +37.3% | -77.9% | +115.2% | +32.2% |
| 6M | +31.2% | -94.6% | +125.7% | +24.4% |
| YTD | -7.4% | -91.5% | +84.2% | -10.1% |
| 1Y | -9.6% | -97.8% | +88.3% | -14.6% |
| All | -18.9% | -97.2% | +78.3% | -22.6% |
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