-23.1%
TYL vs VEU
+47.6%
-70.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +0.8% | +2.1% | -1.3% | -0.5% |
| 30D | +21.1% | -0.9% | +22.0% | +21.5% |
| 3M | +28.9% | -5.4% | +34.3% | +33.0% |
| 6M | +42.0% | -1.8% | +43.8% | +41.2% |
| YTD | -6.6% | +10.9% | -17.5% | -17.7% |
| 1Y | -9.1% | +13.6% | -22.6% | -21.7% |
| 3Y | +1.8% | +69.3% | -67.4% | -44.0% |
| All | -23.1% | +47.6% | -70.6% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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