+62.4%
EWY vs TYL
-10.1%
+72.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.7% | -6.6% | +0.2% |
| 7D | -8.3% | +17.3% | -25.6% | -1.4% |
| 30D | -20.5% | +28.9% | -49.4% | -10.8% |
| 3M | -11.1% | +35.1% | -46.2% | +2.3% |
| 6M | -7.0% | +29.3% | -36.3% | +9.2% |
| YTD | +56.5% | -6.8% | +63.2% | +72.8% |
| 1Y | +62.4% | -9.9% | +72.3% | +77.8% |
| All | +62.4% | -10.1% | +72.5% | +77.8% |
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