-18.7%
TYL vs IRE
-97.7%
+79.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -15.8% | +16.6% | +0.1% |
| 7D | +4.3% | -41.9% | +46.2% | +2.6% |
| 30D | +28.0% | -75.1% | +103.0% | +22.7% |
| 3M | +32.3% | -82.4% | +114.7% | +26.1% |
| 6M | +29.9% | -95.5% | +125.4% | +22.0% |
| YTD | -7.1% | -93.1% | +85.9% | -10.6% |
| 1Y | -9.2% | -97.8% | +88.6% | -14.6% |
| All | -18.7% | -97.7% | +79.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling