-9.5%
TYL vs IRM
+12.7%
-22.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +1.2% |
| 7D | +0.5% | -5.3% | +5.8% | -0.3% |
| 30D | +25.2% | -2.3% | +27.5% | +24.9% |
| 3M | +31.8% | -7.4% | +39.2% | +30.2% |
| 6M | +36.3% | -12.2% | +48.5% | +34.1% |
| YTD | -6.3% | +38.6% | -44.9% | -8.2% |
| 1Y | -9.5% | +14.9% | -24.4% | -9.3% |
| All | -9.5% | +12.7% | -22.2% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling