+622.3%
MSCI vs TYL
+116.1%
+506.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +1.9% |
| 7D | +0.4% | -3.7% | +4.1% | +2.4% |
| 30D | +0.6% | +18.7% | -18.2% | -8.6% |
| 3M | -7.1% | +18.1% | -25.2% | -15.8% |
| 6M | +0.8% | -1.1% | +2.0% | 0.0% |
| YTD | +1.0% | -19.8% | +20.8% | +10.7% |
| 1Y | +4.3% | -34.3% | +38.6% | +28.2% |
| 3Y | +9.9% | -8.2% | +18.2% | +6.3% |
| 5Y | -6.8% | -25.4% | +18.7% | +0.5% |
| All | +622.3% | +116.1% | +506.2% | +356.3% |
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 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