+2,903.5%
TYL vs ACWI
+347.2%
+2,556.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +3.3% |
| 7D | +17.3% | -0.5% | +17.7% | +17.6% |
| 30D | +28.9% | -1.6% | +30.5% | +30.4% |
| 3M | +35.1% | -1.3% | +36.4% | +36.1% |
| 6M | +29.3% | +5.8% | +23.5% | +21.8% |
| YTD | -6.8% | +12.7% | -19.5% | -17.0% |
| 1Y | -9.9% | +15.0% | -24.9% | -21.3% |
| 3Y | +1.7% | +77.5% | -75.9% | -38.9% |
| 5Y | -21.6% | +61.9% | -83.4% | -48.0% |
| 10Y | +173.5% | +236.1% | -62.7% | +0.6% |
| All | +2,903.5% | +347.2% | +2,556.4% | +763.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling