+54.4%
EFA vs TYL
-25.2%
+79.6%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.9% |
| 7D | +0.6% | -3.7% | +4.3% | +1.3% |
| 30D | +0.9% | +18.7% | -17.9% | -2.4% |
| 3M | +4.9% | +18.1% | -13.3% | +1.1% |
| 6M | +8.6% | -1.1% | +9.7% | +8.3% |
| YTD | +14.6% | -19.8% | +34.4% | +19.8% |
| 1Y | +22.6% | -34.3% | +56.9% | +34.9% |
| 3Y | +66.5% | -8.2% | +74.7% | +63.4% |
| All | +54.4% | -25.2% | +79.6% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling