+81.1%
EWZ vs TYL
+116.1%
-35.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.3% |
| 7D | +6.5% | -3.7% | +10.2% | +7.4% |
| 30D | +4.8% | +18.7% | -13.9% | +0.3% |
| 3M | +9.9% | +18.1% | -8.2% | +4.6% |
| 6M | +1.9% | -1.1% | +3.1% | +1.1% |
| YTD | +20.3% | -19.8% | +40.1% | +25.7% |
| 1Y | +35.6% | -34.3% | +69.9% | +50.1% |
| 3Y | +43.4% | -8.2% | +51.7% | +39.7% |
| 5Y | +55.9% | -25.4% | +81.4% | +59.5% |
| All | +81.1% | +116.1% | -35.0% | +27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling