+116.6%
VWO vs TYL
+102.8%
+13.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | +0.2% | -8.6% | +8.8% | +2.1% |
| 30D | +0.9% | +7.5% | -6.7% | -0.9% |
| 3M | +4.3% | +10.9% | -6.7% | +1.0% |
| 6M | +10.5% | -6.7% | +17.3% | +11.2% |
| YTD | +13.4% | -24.5% | +37.9% | +19.7% |
| 1Y | +18.6% | -38.6% | +57.2% | +32.2% |
| 3Y | +65.8% | -12.6% | +78.4% | +63.4% |
| 5Y | +35.2% | -28.2% | +63.4% | +37.9% |
| 10Y | +116.6% | +104.0% | +12.6% | +64.9% |
| All | +116.6% | +102.8% | +13.9% | +64.9% |
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