+353.6%
EWZ vs TYL
+14,620.0%
-14,266.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.7% | -3.1% | +0.6% |
| 7D | -4.1% | +17.3% | -21.3% | -7.3% |
| 30D | -25.0% | +28.9% | -53.9% | -29.0% |
| 3M | -10.6% | +35.1% | -45.7% | -16.6% |
| 6M | -16.6% | +29.3% | -45.9% | -22.0% |
| YTD | +2.5% | -6.8% | +9.3% | +1.7% |
| 1Y | +8.1% | -9.9% | +18.0% | +8.0% |
| 3Y | +20.4% | +1.7% | +18.8% | +15.8% |
| 5Y | +62.7% | -21.6% | +84.3% | +62.2% |
| 10Y | +52.6% | +173.5% | -120.9% | +14.9% |
| All | +353.6% | +14,620.0% | -14,266.4% | +97.0% |
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