+329.3%
VWO vs TYL
+5,285.1%
-4,955.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.8% | +2.2% |
| 7D | +1.1% | -3.7% | +4.7% | +2.4% |
| 30D | +2.4% | +18.7% | -16.4% | -4.2% |
| 3M | +2.0% | +18.1% | -16.1% | -5.4% |
| 6M | +10.7% | -1.1% | +11.8% | +8.7% |
| YTD | +14.4% | -19.8% | +34.2% | +20.1% |
| 1Y | +22.7% | -34.3% | +57.0% | +38.6% |
| 3Y | +64.2% | -8.2% | +72.4% | +57.3% |
| 5Y | +35.8% | -25.4% | +61.2% | +36.2% |
| 10Y | +114.7% | +115.6% | -0.9% | +25.4% |
| All | +329.3% | +5,285.1% | -4,955.8% | -50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling