+217.5%
IEFA vs TYL
+746.4%
-528.9%
-34.8%
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% | +1.0% |
| 7D | +0.6% | -3.7% | +4.3% | +1.4% |
| 30D | +1.0% | +18.7% | -17.7% | -3.0% |
| 3M | +4.7% | +18.1% | -13.4% | 0.0% |
| 6M | +8.6% | -1.1% | +9.7% | +7.7% |
| YTD | +14.8% | -19.8% | +34.6% | +19.2% |
| 1Y | +22.6% | -34.3% | +56.9% | +33.8% |
| 3Y | +67.0% | -8.2% | +75.2% | +64.0% |
| 5Y | +52.3% | -25.4% | +77.7% | +54.3% |
| 10Y | +147.3% | +115.6% | +31.8% | +87.9% |
| All | +217.5% | +746.4% | -528.9% | +74.9% |
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