+144.1%
EFA vs TYL
+169.5%
-25.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | +1.2% | +4.3% | -3.1% | +0.3% |
| 30D | +0.9% | +28.0% | -27.0% | -4.6% |
| 3M | -3.4% | +32.3% | -35.7% | -9.7% |
| 6M | +2.0% | +29.9% | -27.9% | -5.0% |
| YTD | +10.4% | -7.1% | +17.5% | +11.0% |
| 1Y | +13.3% | -9.2% | +22.5% | +14.5% |
| 3Y | +65.9% | +0.7% | +65.2% | +59.8% |
| 5Y | +51.5% | -21.1% | +72.5% | +52.3% |
| 10Y | +144.1% | +180.8% | -36.7% | +76.1% |
| All | +144.1% | +169.5% | -25.4% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling