+29.8%
EEM vs TYL
-21.3%
+51.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.5% |
| 7D | -2.8% | +6.7% | -9.5% | -3.6% |
| 30D | -11.9% | +26.5% | -38.5% | -14.8% |
| 3M | -8.8% | +37.3% | -46.0% | -13.0% |
| 6M | -11.6% | +31.2% | -42.8% | -15.7% |
| YTD | +9.0% | -7.4% | +16.4% | +11.6% |
| 1Y | +10.6% | -9.6% | +20.1% | +13.8% |
| 3Y | +64.4% | +1.9% | +62.5% | +59.9% |
| All | +29.8% | -21.3% | +51.2% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling