+395.7%
EFA vs TYL
+10,964.7%
-10,569.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.1% |
| 7D | +0.6% | -3.7% | +4.3% | +1.5% |
| 30D | +0.9% | +18.7% | -17.9% | -3.5% |
| 3M | +4.9% | +18.1% | -13.3% | -0.2% |
| 6M | +8.6% | -1.1% | +9.7% | +7.4% |
| YTD | +14.6% | -19.8% | +34.4% | +18.5% |
| 1Y | +22.6% | -34.3% | +56.9% | +33.2% |
| 3Y | +66.5% | -8.2% | +74.7% | +63.4% |
| 5Y | +54.5% | -25.4% | +80.0% | +56.6% |
| 10Y | +144.8% | +115.6% | +29.2% | +83.4% |
| All | +395.7% | +10,964.7% | -10,569.0% | +60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling