+229.5%
EWY vs TYL
+183.6%
+45.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +4.2% | +0.8% | +3.4% | +4.1% |
| 30D | -10.7% | +21.1% | -31.8% | -14.2% |
| 3M | -20.1% | +28.9% | -49.0% | -24.6% |
| 6M | -24.3% | +42.0% | -66.3% | -31.4% |
| YTD | +46.9% | -6.6% | +53.4% | +48.2% |
| 1Y | +55.2% | -9.1% | +64.3% | +57.8% |
| 3Y | +157.0% | +1.8% | +155.1% | +145.2% |
| 5Y | +98.9% | -22.9% | +121.8% | +102.9% |
| All | +229.5% | +183.6% | +45.9% | +125.1% |
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