+168.9%
TYL vs ACWI
+219.0%
-50.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.2% | -2.2% |
| 7D | +6.7% | -2.4% | +9.0% | +8.6% |
| 30D | +26.5% | -5.2% | +31.7% | +31.8% |
| 3M | +37.3% | -4.8% | +42.1% | +42.3% |
| 6M | +31.2% | -1.3% | +32.5% | +30.5% |
| YTD | -7.4% | +8.4% | -15.7% | -15.7% |
| 1Y | -9.6% | +11.0% | -20.6% | -19.6% |
| 3Y | +1.9% | +70.6% | -68.7% | -40.2% |
| 5Y | -21.1% | +55.3% | -76.4% | -49.1% |
| All | +168.9% | +219.0% | -50.1% | -7.8% |
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