+206.8%
IEFA vs TYL
+872.3%
-665.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.2% |
| 7D | +1.1% | +3.5% | -2.4% | +0.3% |
| 30D | +1.2% | +26.9% | -25.7% | -4.2% |
| 3M | -3.4% | +33.8% | -37.2% | -10.0% |
| 6M | +2.0% | +28.8% | -26.8% | -4.9% |
| YTD | +11.0% | -7.9% | +18.9% | +11.3% |
| 1Y | +15.2% | -9.8% | +25.0% | +16.1% |
| 3Y | +68.4% | +1.2% | +67.2% | +61.9% |
| 5Y | +48.4% | -22.8% | +71.2% | +49.4% |
| 10Y | +146.4% | +168.8% | -22.4% | +77.5% |
| All | +206.8% | +872.3% | -665.5% | +63.3% |
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