+180.8%
TYL vs IRM
+481.3%
-300.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +4.3% | -5.1% | +9.4% | +5.3% |
| 30D | +28.0% | -3.3% | +31.2% | +28.5% |
| 3M | +32.3% | -8.2% | +40.5% | +34.1% |
| 6M | +29.9% | -12.8% | +42.7% | +32.7% |
| YTD | -7.1% | +36.6% | -43.7% | -17.6% |
| 1Y | -9.2% | +11.9% | -21.1% | -14.7% |
| 3Y | +0.7% | +105.1% | -104.4% | -24.3% |
| 5Y | -21.1% | +182.4% | -203.4% | -46.2% |
| 10Y | +180.8% | +505.1% | -324.3% | +53.8% |
| All | +180.8% | +481.3% | -300.5% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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