+72.3%
EWJ vs TYL
-6.4%
+78.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +0.5% |
| 7D | +2.5% | -3.7% | +6.2% | +2.7% |
| 30D | +3.3% | +18.7% | -15.5% | +2.5% |
| 3M | +5.0% | +18.1% | -13.2% | +4.1% |
| 6M | +11.5% | -1.1% | +12.7% | +12.5% |
| YTD | +22.4% | -19.8% | +42.2% | +27.4% |
| 1Y | +30.2% | -34.3% | +64.5% | +40.6% |
| All | +72.3% | -6.4% | +78.7% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling