-24.8%
TYL vs VEU
+56.2%
-80.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.6% | -4.4% |
| 7D | -3.7% | +1.1% | -4.8% | -4.5% |
| 30D | +18.7% | +2.2% | +16.6% | +16.8% |
| 3M | +18.1% | +3.0% | +15.2% | +14.7% |
| 6M | -1.1% | +10.9% | -12.0% | -10.6% |
| YTD | -19.8% | +18.2% | -38.0% | -32.0% |
| 1Y | -34.3% | +28.3% | -62.6% | -48.7% |
| 3Y | -8.2% | +74.6% | -82.8% | -49.4% |
| All | -24.8% | +56.2% | -80.9% | -51.7% |
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