+26.2%
EWJ vs TYL
-37.9%
+64.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.1% | -0.7% |
| 7D | +2.9% | -7.6% | +10.5% | +2.2% |
| 30D | +1.1% | +11.3% | -10.2% | +2.1% |
| 3M | +7.1% | +14.5% | -7.4% | +8.6% |
| 6M | +16.2% | -7.1% | +23.3% | +17.6% |
| YTD | +22.0% | -23.4% | +45.4% | +24.1% |
| 1Y | +26.2% | -38.6% | +64.8% | +31.7% |
| All | +26.2% | -37.9% | +64.1% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling