+142.2%
IEFA vs TYL
+100.8%
+41.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.4% |
| 7D | -2.4% | -11.5% | +9.1% | +0.3% |
| 30D | -2.1% | +3.9% | -6.0% | -3.1% |
| 3M | +5.5% | +10.8% | -5.3% | +2.3% |
| 6M | +8.1% | -5.3% | +13.4% | +8.3% |
| YTD | +11.9% | -26.1% | +38.0% | +18.7% |
| 1Y | +18.1% | -38.5% | +56.6% | +31.6% |
| 3Y | +65.5% | -14.5% | +79.9% | +64.6% |
| 5Y | +50.1% | -28.9% | +78.9% | +53.4% |
| All | +142.2% | +100.8% | +41.4% | +91.1% |
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