-19.3%
TYL vs ACWI
+55.1%
-74.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +5.1% |
| 7D | +15.1% | -4.0% | +19.1% | +19.1% |
| 30D | +30.1% | -5.8% | +35.9% | +36.8% |
| 3M | +40.4% | -5.0% | +45.4% | +46.3% |
| 6M | +31.3% | +0.7% | +30.6% | +27.5% |
| YTD | -5.2% | +8.4% | -13.6% | -15.3% |
| 1Y | -6.6% | +10.1% | -16.7% | -18.2% |
| 3Y | +3.4% | +70.8% | -67.4% | -49.0% |
| 5Y | -19.3% | +55.4% | -74.6% | -50.7% |
| All | -19.3% | +55.1% | -74.3% | -50.7% |
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