-22.4%
TYL vs IRM
+168.2%
-190.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.2% | -2.5% |
| 7D | +6.7% | -8.6% | +15.3% | +8.8% |
| 30D | +26.5% | -8.0% | +34.5% | +28.7% |
| 3M | +37.3% | -12.0% | +49.3% | +40.8% |
| 6M | +31.2% | -18.2% | +49.3% | +36.6% |
| YTD | -7.4% | +31.4% | -38.7% | -19.8% |
| 1Y | -9.6% | +9.2% | -18.7% | -16.1% |
| 3Y | +1.9% | +94.6% | -92.7% | -34.5% |
| All | -22.4% | +168.2% | -190.6% | -60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling