+3.4%
EWZ vs TYL
-8.4%
+11.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.4% |
| 7D | -4.2% | +15.1% | -19.3% | -3.1% |
| 30D | -26.1% | +30.1% | -56.2% | -24.5% |
| 3M | -12.0% | +40.4% | -52.4% | -9.4% |
| 6M | -19.3% | +31.3% | -50.5% | -17.1% |
| YTD | +0.9% | -5.2% | +6.1% | +2.2% |
| 1Y | +3.4% | -6.6% | +10.0% | +4.5% |
| All | +3.4% | -8.4% | +11.8% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling