+148.1%
IEFA vs TYL
+183.6%
-35.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.2% | +0.8% | +1.4% | +2.0% |
| 30D | +1.1% | +21.1% | -20.1% | -3.3% |
| 3M | -4.3% | +28.9% | -33.2% | -10.0% |
| 6M | +1.4% | +42.0% | -40.6% | -7.6% |
| YTD | +10.1% | -6.6% | +16.7% | +10.5% |
| 1Y | +12.9% | -9.1% | +22.0% | +14.1% |
| 3Y | +65.8% | +1.8% | +63.9% | +59.2% |
| 5Y | +47.7% | -22.9% | +70.6% | +49.6% |
| All | +148.1% | +183.6% | -35.5% | +78.8% |
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