+43.6%
EWZ vs TYL
+168.7%
-125.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.2% |
| 7D | -1.5% | +6.7% | -8.1% | -3.0% |
| 30D | -24.5% | +26.5% | -51.1% | -28.7% |
| 3M | -10.7% | +37.3% | -48.0% | -17.7% |
| 6M | -19.1% | +31.2% | -50.2% | -25.2% |
| YTD | +1.6% | -7.4% | +9.0% | +2.2% |
| 1Y | +4.3% | -9.6% | +13.9% | +5.6% |
| 3Y | +19.0% | +1.9% | +17.1% | +13.3% |
| 5Y | +57.7% | -21.1% | +78.8% | +61.4% |
| All | +43.6% | +168.7% | -125.1% | -4.9% |
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 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