+228.6%
EWY vs TYL
-6.4%
+235.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.0% | +8.6% | +4.3% |
| 7D | +4.8% | -3.7% | +8.5% | +4.5% |
| 30D | +11.7% | +18.7% | -7.1% | +13.2% |
| 3M | -7.4% | +18.1% | -25.5% | -5.9% |
| 6M | +40.6% | -1.1% | +41.7% | +45.2% |
| YTD | +94.3% | -19.8% | +114.1% | +108.0% |
| 1Y | +164.3% | -34.3% | +198.6% | +196.7% |
| All | +228.6% | -6.4% | +235.1% | +224.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling