+295.5%
VWO vs TYL
+6,137.6%
-5,842.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +2.1% | +4.3% | -2.2% | +0.5% |
| 30D | -5.5% | +28.0% | -33.4% | -14.0% |
| 3M | -6.2% | +32.3% | -38.5% | -16.2% |
| 6M | -6.4% | +29.9% | -36.3% | -17.1% |
| YTD | +5.4% | -7.1% | +12.5% | +4.0% |
| 1Y | +4.5% | -9.2% | +13.8% | +4.0% |
| 3Y | +56.1% | +0.7% | +55.4% | +44.4% |
| 5Y | +28.1% | -21.1% | +49.2% | +26.0% |
| 10Y | +107.3% | +180.8% | -73.5% | +7.8% |
| All | +295.5% | +6,137.6% | -5,842.1% | -57.1% |
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