+820.4%
MSCI vs TYL
+185.3%
+635.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.2% |
| 7D | -1.9% | +0.5% | -2.4% | -2.2% |
| 30D | +16.5% | +25.2% | -8.7% | +3.1% |
| 3M | +18.2% | +31.8% | -13.6% | +1.1% |
| 6M | +14.0% | +36.3% | -22.3% | -5.1% |
| YTD | +16.6% | -6.3% | +22.9% | +17.0% |
| 1Y | +14.8% | -9.5% | +24.3% | +17.5% |
| 3Y | +33.3% | +1.6% | +31.6% | +22.5% |
| 5Y | +9.1% | -21.8% | +30.8% | +14.8% |
| 10Y | +820.4% | +183.3% | +637.1% | +409.5% |
| All | +820.4% | +185.3% | +635.1% | +409.5% |
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