+779.7%
MSCI vs TYL
+174.6%
+605.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.2% |
| 7D | +1.5% | +3.5% | -2.1% | -0.4% |
| 30D | +14.4% | +26.9% | -12.5% | +0.5% |
| 3M | +15.2% | +33.8% | -18.6% | -2.3% |
| 6M | +11.2% | +28.8% | -17.6% | -4.6% |
| YTD | +13.9% | -7.9% | +21.8% | +15.4% |
| 1Y | +12.5% | -9.8% | +22.3% | +15.2% |
| 3Y | +32.3% | +1.2% | +31.1% | +21.7% |
| 5Y | +4.9% | -22.8% | +27.7% | +11.2% |
| 10Y | +779.7% | +168.8% | +610.9% | +401.2% |
| All | +779.7% | +174.6% | +605.1% | +401.2% |
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