+15,921.3%
TYL vs IRM
+9,145.3%
+6,776.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +36.3% |
| YTD | -7.4% | +31.4% | -38.7% | -16.1% |
| 1Y | -9.6% | +9.2% | -18.7% | -14.1% |
| 3Y | +1.9% | +94.6% | -92.7% | -19.1% |
| 5Y | -21.1% | +170.2% | -191.3% | -42.8% |
| 10Y | +171.8% | +464.3% | -292.5% | +55.4% |
| All | +15,921.3% | +9,145.3% | +6,776.0% | +4,524.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling