-7.2%
TYL vs IRM
+103.0%
-110.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.7% | -4.2% |
| 7D | -3.7% | -0.5% | -3.2% | -3.6% |
| 30D | +18.7% | -8.1% | +26.8% | +19.6% |
| 3M | +18.1% | -9.7% | +27.8% | +19.1% |
| 6M | -1.1% | +10.0% | -11.1% | -3.7% |
| YTD | -19.8% | +43.0% | -62.8% | -26.5% |
| 1Y | -34.3% | +32.7% | -67.0% | -39.1% |
| All | -7.2% | +103.0% | -110.2% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling