+125.1%
EEM vs TYL
+116.3%
+8.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.8% | +2.7% |
| 7D | +2.3% | -3.7% | +6.0% | +3.1% |
| 30D | +4.5% | +18.7% | -14.2% | +0.3% |
| 3M | -0.1% | +18.1% | -18.2% | -4.8% |
| 6M | +16.9% | -1.1% | +18.1% | +16.0% |
| YTD | +26.2% | -19.8% | +46.0% | +31.7% |
| 1Y | +40.5% | -34.3% | +74.8% | +55.2% |
| 3Y | +86.2% | -8.2% | +94.4% | +81.2% |
| 5Y | +45.5% | -25.4% | +70.9% | +47.5% |
| All | +125.1% | +116.3% | +8.9% | +68.3% |
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