+724.1%
EEM vs TYL
+11,114.9%
-10,390.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +3.0% |
| 7D | -2.8% | +6.7% | -9.5% | -5.0% |
| 30D | -11.9% | +26.5% | -38.5% | -19.3% |
| 3M | -8.8% | +37.3% | -46.0% | -19.3% |
| 6M | -11.6% | +31.2% | -42.8% | -22.0% |
| YTD | +9.0% | -7.4% | +16.4% | +7.2% |
| 1Y | +10.6% | -9.6% | +20.1% | +9.6% |
| 3Y | +64.4% | +1.9% | +62.5% | +51.3% |
| 5Y | +31.0% | -21.1% | +52.2% | +28.7% |
| 10Y | +105.6% | +171.8% | -66.2% | +14.8% |
| All | +724.1% | +11,114.9% | -10,390.8% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling