+142.6%
EWY vs TYL
-25.2%
+167.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.0% | +8.6% | +5.1% |
| 7D | +4.8% | -3.7% | +8.5% | +5.3% |
| 30D | +11.7% | +18.7% | -7.1% | +9.0% |
| 3M | -7.4% | +18.1% | -25.5% | -10.3% |
| 6M | +40.6% | -1.1% | +41.7% | +41.2% |
| YTD | +94.3% | -19.8% | +114.1% | +105.5% |
| 1Y | +164.3% | -34.3% | +198.6% | +196.9% |
| 3Y | +221.0% | -8.2% | +229.2% | +213.2% |
| All | +142.6% | -25.2% | +167.8% | +140.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling