+160.3%
VEA vs TYL
+106.7%
+53.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.0% | +0.6% |
| 7D | +1.9% | -7.6% | +9.5% | +3.6% |
| 30D | +0.8% | +11.3% | -10.6% | -1.9% |
| 3M | +5.7% | +14.5% | -8.8% | +1.6% |
| 6M | +13.3% | -7.1% | +20.4% | +14.1% |
| YTD | +18.4% | -23.4% | +41.8% | +24.6% |
| 1Y | +27.0% | -38.6% | +65.5% | +41.8% |
| 3Y | +79.3% | -11.3% | +90.6% | +76.7% |
| 5Y | +62.1% | -28.0% | +90.1% | +65.4% |
| 10Y | +160.3% | +104.9% | +55.4% | +103.7% |
| All | +160.3% | +106.7% | +53.6% | +103.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling