+295.0%
VWO vs TYL
+6,166.1%
-5,871.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +4.0% | -1.6% | +5.6% | +4.6% |
| 30D | -5.4% | +22.1% | -27.6% | -12.4% |
| 3M | -6.4% | +33.4% | -39.8% | -16.6% |
| 6M | -4.7% | +36.8% | -41.5% | -17.2% |
| YTD | +5.3% | -6.7% | +12.0% | +3.8% |
| 1Y | +4.3% | -9.2% | +13.6% | +3.8% |
| 3Y | +55.9% | +1.2% | +54.8% | +44.0% |
| 5Y | +25.7% | -23.0% | +48.7% | +25.1% |
| 10Y | +111.0% | +182.0% | -71.0% | +9.6% |
| All | +295.0% | +6,166.1% | -5,871.1% | -57.2% |
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