-9.1%
TYL vs IRE
-97.6%
+88.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -14.4% | +14.5% | -0.6% |
| 7D | +0.8% | -31.8% | +32.7% | -0.9% |
| 30D | +21.1% | -71.8% | +92.9% | +16.3% |
| 3M | +28.9% | -88.9% | +117.8% | +20.3% |
| 6M | +42.0% | -95.4% | +137.4% | +32.4% |
| YTD | -6.6% | -94.2% | +87.6% | -11.0% |
| 1Y | -9.1% | -97.1% | +88.0% | -15.3% |
| All | -9.1% | -97.6% | +88.5% | -15.3% |
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 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