+137.9%
EWJ vs TYL
+16,627.2%
-16,489.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.7% |
| 7D | -1.5% | +3.5% | -5.0% | -1.8% |
| 30D | -6.5% | +26.9% | -33.4% | -8.6% |
| 3M | -5.6% | +33.8% | -39.4% | -8.3% |
| 6M | -0.3% | +28.8% | -29.1% | -3.1% |
| YTD | +13.9% | -7.9% | +21.8% | +13.7% |
| 1Y | +14.6% | -9.8% | +24.3% | +14.5% |
| 3Y | +66.6% | +1.2% | +65.4% | +64.1% |
| 5Y | +47.7% | -22.8% | +70.5% | +47.9% |
| 10Y | +126.0% | +168.8% | -42.8% | +101.8% |
| All | +137.9% | +16,627.2% | -16,489.3% | +66.2% |
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