+142.4%
EFA vs TYL
+106.7%
+35.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +3.9% | +0.5% |
| 7D | +1.2% | -7.6% | +8.8% | +3.0% |
| 30D | -0.7% | +11.3% | -12.0% | -3.3% |
| 3M | +6.4% | +14.5% | -8.1% | +2.4% |
| 6M | +11.4% | -7.1% | +18.5% | +12.2% |
| YTD | +14.0% | -23.4% | +37.4% | +19.9% |
| 1Y | +20.2% | -38.6% | +58.8% | +34.2% |
| 3Y | +68.2% | -11.3% | +79.5% | +66.0% |
| 5Y | +54.8% | -28.0% | +82.8% | +58.0% |
| 10Y | +142.4% | +104.9% | +37.5% | +90.4% |
| All | +142.4% | +106.7% | +35.7% | +90.4% |
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