+854.3%
EEM vs TYL
+9,607.5%
-8,753.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.8% | +3.2% |
| 7D | +2.3% | -3.7% | +6.0% | +3.6% |
| 30D | +4.5% | +18.7% | -14.2% | -1.9% |
| 3M | -0.1% | +18.1% | -18.2% | -7.3% |
| 6M | +16.9% | -1.1% | +18.1% | +14.6% |
| YTD | +26.2% | -19.8% | +46.0% | +31.7% |
| 1Y | +40.5% | -34.3% | +74.8% | +57.4% |
| 3Y | +86.2% | -8.2% | +94.4% | +78.4% |
| 5Y | +45.5% | -25.4% | +70.9% | +45.9% |
| 10Y | +128.6% | +115.6% | +13.1% | +40.5% |
| All | +854.3% | +9,607.5% | -8,753.2% | +41.1% |
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