+55.0%
EWY vs TYL
-9.8%
+64.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.9% |
| 7D | +10.4% | -1.6% | +12.0% | +9.7% |
| 30D | -12.7% | +22.1% | -34.8% | -4.1% |
| 3M | -17.3% | +33.4% | -50.7% | -5.2% |
| 6M | -18.6% | +36.8% | -55.4% | -3.4% |
| YTD | +49.5% | -6.7% | +56.2% | +66.3% |
| 1Y | +55.0% | -9.2% | +64.2% | +71.5% |
| All | +55.0% | -9.8% | +64.7% | +71.5% |
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