+111.8%
VWO vs TYL
+183.6%
-71.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +2.0% | +0.8% | +1.1% | +1.8% |
| 30D | -4.3% | +21.1% | -25.4% | -8.3% |
| 3M | -6.4% | +28.9% | -35.3% | -11.8% |
| 6M | -5.6% | +42.0% | -47.7% | -13.9% |
| YTD | +5.2% | -6.6% | +11.8% | +5.7% |
| 1Y | +5.2% | -9.1% | +14.2% | +6.3% |
| 3Y | +55.5% | +1.8% | +53.7% | +48.9% |
| 5Y | +25.6% | -22.9% | +48.5% | +27.8% |
| All | +111.8% | +183.6% | -71.8% | +48.8% |
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