+161.7%
EWY vs TYL
-37.9%
+199.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.0% | -1.1% |
| 7D | +8.0% | -7.6% | +15.6% | +5.0% |
| 30D | +14.3% | +11.3% | +3.0% | +19.4% |
| 3M | +2.3% | +14.5% | -12.2% | +9.6% |
| 6M | +49.9% | -7.1% | +57.0% | +56.8% |
| YTD | +95.3% | -23.4% | +118.7% | +95.4% |
| 1Y | +161.7% | -38.6% | +200.3% | +145.1% |
| All | +161.7% | -37.9% | +199.6% | +145.1% |
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 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