+56.6%
EWZ vs TYL
-20.5%
+77.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.7% |
| 7D | -4.2% | +15.1% | -19.3% | -5.9% |
| 30D | -26.1% | +30.1% | -56.2% | -28.6% |
| 3M | -12.0% | +40.4% | -52.4% | -16.0% |
| 6M | -19.3% | +31.3% | -50.5% | -22.5% |
| YTD | +0.9% | -5.2% | +6.1% | +2.3% |
| 1Y | +3.4% | -6.6% | +10.0% | +5.0% |
| 3Y | +18.6% | +3.4% | +15.2% | +16.3% |
| 5Y | +56.6% | -19.3% | +75.9% | +64.3% |
| All | +56.6% | -20.5% | +77.1% | +64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling