+66.8%
VWO vs TYL
-10.9%
+77.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.1% | -0.1% |
| 7D | +0.9% | -7.6% | +8.5% | +1.3% |
| 30D | +1.3% | +11.3% | -10.1% | +0.6% |
| 3M | +5.1% | +14.5% | -9.4% | +4.1% |
| 6M | +12.5% | -7.1% | +19.7% | +13.8% |
| YTD | +14.0% | -23.4% | +37.4% | +18.5% |
| 1Y | +19.7% | -38.6% | +58.3% | +29.4% |
| 3Y | +66.8% | -11.3% | +78.1% | +65.6% |
| All | +66.8% | -10.9% | +77.6% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling