-23.1%
TYL vs IRM
+187.5%
-210.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +0.8% | +6.8% | -6.0% | -0.8% |
| 30D | +21.1% | +2.6% | +18.5% | +19.8% |
| 3M | +28.9% | -9.5% | +38.4% | +31.4% |
| 6M | +42.0% | -8.5% | +50.5% | +43.5% |
| YTD | -6.6% | +40.3% | -46.9% | -20.5% |
| 1Y | -9.1% | +28.7% | -37.8% | -20.1% |
| 3Y | +1.8% | +111.8% | -110.0% | -36.4% |
| All | -23.1% | +187.5% | -210.5% | -60.8% |
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 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