-22.4%
TYL vs ACWI
+54.8%
-77.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.2% | -2.2% |
| 7D | +6.7% | -2.4% | +9.0% | +8.8% |
| 30D | +26.5% | -5.2% | +31.7% | +32.3% |
| 3M | +37.3% | -4.8% | +42.1% | +42.8% |
| 6M | +31.2% | -1.3% | +32.5% | +30.2% |
| YTD | -7.4% | +8.4% | -15.7% | -17.2% |
| 1Y | -9.6% | +11.0% | -20.6% | -21.5% |
| 3Y | +1.9% | +70.6% | -68.7% | -49.6% |
| All | -22.4% | +54.8% | -77.2% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling