+138.5%
EWJ vs TYL
+106.7%
+31.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.1% | +0.5% |
| 7D | +2.9% | -7.6% | +10.5% | +4.3% |
| 30D | +1.1% | +11.3% | -10.2% | -1.1% |
| 3M | +7.1% | +14.5% | -7.4% | +3.7% |
| 6M | +16.2% | -7.1% | +23.3% | +17.0% |
| YTD | +22.0% | -23.4% | +45.4% | +27.5% |
| 1Y | +26.2% | -38.6% | +64.8% | +38.8% |
| 3Y | +73.5% | -11.3% | +84.8% | +71.7% |
| 5Y | +52.7% | -28.0% | +80.7% | +55.4% |
| 10Y | +138.5% | +104.9% | +33.6% | +91.9% |
| All | +138.5% | +106.7% | +31.8% | +91.9% |
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