+13.3%
EFA vs TYL
-8.1%
+21.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.5% |
| 7D | +1.2% | +4.3% | -3.1% | +1.4% |
| 30D | +0.9% | +28.0% | -27.0% | +2.1% |
| 3M | -3.4% | +32.3% | -35.7% | -2.0% |
| 6M | +2.0% | +29.9% | -27.9% | +3.6% |
| YTD | +10.4% | -7.1% | +17.5% | +12.8% |
| 1Y | +13.3% | -9.2% | +22.5% | +16.1% |
| All | +13.3% | -8.1% | +21.3% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling