+293.2%
EWY vs TYL
+106.7%
+186.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.0% | +1.5% |
| 7D | +8.0% | -7.6% | +15.6% | +9.7% |
| 30D | +14.3% | +11.3% | +3.0% | +11.3% |
| 3M | +2.3% | +14.5% | -12.2% | -2.2% |
| 6M | +49.9% | -7.1% | +57.0% | +50.6% |
| YTD | +95.3% | -23.4% | +118.7% | +106.0% |
| 1Y | +161.7% | -38.6% | +200.3% | +195.7% |
| 3Y | +230.2% | -11.3% | +241.5% | +221.5% |
| 5Y | +148.1% | -28.0% | +176.1% | +152.5% |
| 10Y | +293.2% | +104.9% | +188.3% | +195.2% |
| All | +293.2% | +106.7% | +186.5% | +195.2% |
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 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