+109.6%
EEM vs TYL
+174.6%
-64.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.4% | +3.0% |
| 7D | -0.1% | +3.5% | -3.7% | -0.9% |
| 30D | -8.6% | +26.9% | -35.5% | -13.4% |
| 3M | -7.0% | +33.8% | -40.9% | -13.4% |
| 6M | -9.7% | +28.8% | -38.5% | -15.9% |
| YTD | +12.1% | -7.9% | +20.0% | +13.1% |
| 1Y | +14.1% | -9.8% | +23.8% | +15.6% |
| 3Y | +72.1% | +1.2% | +70.9% | +64.5% |
| 5Y | +34.1% | -22.8% | +56.9% | +36.4% |
| 10Y | +109.6% | +168.8% | -59.2% | +44.2% |
| All | +109.6% | +174.6% | -64.9% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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