+2,781.3%
MSCI vs TYL
+2,712.9%
+68.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.6% |
| 7D | +6.0% | +15.1% | -9.1% | -1.2% |
| 30D | +18.2% | +30.1% | -11.9% | +3.6% |
| 3M | +15.1% | +40.4% | -25.3% | -3.4% |
| 6M | +13.7% | +31.3% | -17.6% | -2.2% |
| YTD | +15.6% | -5.2% | +20.8% | +14.7% |
| 1Y | +16.3% | -6.6% | +22.9% | +16.2% |
| 3Y | +36.9% | +3.4% | +33.5% | +26.5% |
| 5Y | +6.3% | -19.3% | +25.6% | +9.6% |
| 10Y | +823.0% | +178.1% | +644.9% | +416.8% |
| All | +2,781.3% | +2,712.9% | +68.4% | +283.1% |
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