+869.8%
EWY vs TYL
+8,417.7%
-7,547.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.3% | +6.4% | +4.5% |
| 7D | -10.4% | +6.7% | -17.0% | -11.6% |
| 30D | -25.4% | +26.5% | -52.0% | -29.1% |
| 3M | -16.5% | +37.3% | -53.8% | -22.3% |
| 6M | -24.7% | +31.2% | -55.9% | -30.3% |
| YTD | +40.9% | -7.4% | +48.3% | +38.6% |
| 1Y | +49.8% | -9.6% | +59.4% | +48.0% |
| 3Y | +134.8% | +1.9% | +132.9% | +123.7% |
| 5Y | +91.4% | -21.1% | +112.5% | +89.7% |
| 10Y | +204.3% | +171.8% | +32.5% | +131.3% |
| All | +869.8% | +8,417.7% | -7,547.9% | +378.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling