+38.8%
FXI vs TYL
+1.2%
+37.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | -4.2% | -1.6% | -2.6% | -4.0% |
| 30D | -2.0% | +22.1% | -24.1% | -3.8% |
| 3M | -5.0% | +33.4% | -38.3% | -7.4% |
| 6M | -9.6% | +36.8% | -46.4% | -12.4% |
| YTD | -11.9% | -6.7% | -5.2% | -10.4% |
| 1Y | -16.7% | -9.2% | -7.4% | -14.8% |
| All | +38.8% | +1.2% | +37.6% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling