+116.6%
TYL vs ACWI
+228.2%
-111.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -3.7% | +0.5% | -4.2% | -4.1% |
| 30D | +18.7% | +0.9% | +17.9% | +17.8% |
| 3M | +18.1% | +2.4% | +15.7% | +14.9% |
| 6M | -1.1% | +12.4% | -13.5% | -12.1% |
| YTD | -19.8% | +15.2% | -35.0% | -30.3% |
| 1Y | -34.3% | +22.7% | -57.0% | -46.2% |
| 3Y | -8.2% | +75.8% | -84.0% | -46.9% |
| 5Y | -25.4% | +67.7% | -93.1% | -54.5% |
| All | +116.6% | +228.2% | -111.6% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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