+905.8%
EWY vs TYL
+8,369.5%
-7,463.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.8% |
| 7D | -6.3% | +3.5% | -9.8% | -7.0% |
| 30D | -19.8% | +26.9% | -46.7% | -23.9% |
| 3M | -14.4% | +33.8% | -48.3% | -20.0% |
| 6M | -25.3% | +28.8% | -54.1% | -30.6% |
| YTD | +46.2% | -7.9% | +54.0% | +43.9% |
| 1Y | +58.3% | -9.8% | +68.0% | +56.4% |
| 3Y | +155.0% | +1.2% | +153.8% | +143.2% |
| 5Y | +99.5% | -22.8% | +122.3% | +98.5% |
| 10Y | +219.4% | +168.8% | +50.6% | +143.3% |
| All | +905.8% | +8,369.5% | -7,463.7% | +396.9% |
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