+346.7%
EWZ vs TYL
+14,869.4%
-14,522.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.9% |
| 7D | -4.2% | +15.1% | -19.3% | -7.1% |
| 30D | -26.1% | +30.1% | -56.2% | -30.3% |
| 3M | -12.0% | +40.4% | -52.4% | -18.6% |
| 6M | -19.3% | +31.3% | -50.5% | -24.8% |
| YTD | +0.9% | -5.2% | +6.1% | -0.2% |
| 1Y | +3.4% | -6.6% | +10.0% | +2.5% |
| 3Y | +18.6% | +3.4% | +15.2% | +13.6% |
| 5Y | +56.6% | -19.3% | +75.9% | +55.1% |
| 10Y | +50.3% | +178.1% | -127.8% | +12.7% |
| All | +346.7% | +14,869.4% | -14,522.7% | +93.3% |
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 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