-17.0%
TYL vs IRE
-98.0%
+81.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -33.9% | +35.6% | +0.1% |
| 7D | +15.1% | -57.1% | +72.2% | +11.6% |
| 30D | +30.1% | -84.4% | +114.5% | +21.9% |
| 3M | +40.4% | -85.0% | +125.3% | +32.4% |
| 6M | +31.3% | -95.2% | +126.5% | +22.6% |
| YTD | -5.2% | -93.9% | +88.7% | -9.7% |
| 1Y | -6.6% | -98.8% | +92.2% | -14.0% |
| All | -17.0% | -98.0% | +81.0% | -22.3% |
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