+52.7%
IEFA vs TYL
-28.2%
+80.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | +0.2% |
| 7D | +1.2% | -7.6% | +8.8% | +2.6% |
| 30D | -0.6% | +11.3% | -11.9% | -2.7% |
| 3M | +6.2% | +14.5% | -8.3% | +2.9% |
| 6M | +11.2% | -7.1% | +18.3% | +12.2% |
| YTD | +14.2% | -23.4% | +37.5% | +20.3% |
| 1Y | +20.0% | -38.6% | +58.6% | +34.0% |
| 3Y | +68.8% | -11.3% | +80.1% | +66.3% |
| 5Y | +52.7% | -28.0% | +80.6% | +52.4% |
| All | +52.7% | -28.2% | +80.8% | +52.4% |
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