+142.3%
VXUS vs TYL
+174.6%
-32.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.0% |
| 7D | +0.8% | +3.5% | -2.8% | 0.0% |
| 30D | -1.9% | +26.9% | -28.8% | -7.0% |
| 3M | -4.4% | +33.8% | -38.2% | -10.8% |
| 6M | -2.0% | +28.8% | -30.8% | -8.5% |
| YTD | +11.1% | -7.9% | +19.0% | +12.0% |
| 1Y | +15.1% | -9.8% | +24.8% | +16.5% |
| 3Y | +70.4% | +1.2% | +69.2% | +63.7% |
| 5Y | +47.2% | -22.8% | +70.0% | +49.0% |
| 10Y | +142.3% | +168.8% | -26.5% | +75.2% |
| All | +142.3% | +174.6% | -32.3% | +75.2% |
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 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