+147.0%
VXUS vs TYL
+115.8%
+31.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.4% |
| 7D | +1.0% | -3.7% | +4.7% | +1.8% |
| 30D | +2.2% | +18.7% | -16.5% | -1.8% |
| 3M | +3.0% | +18.1% | -15.2% | -1.6% |
| 6M | +10.7% | -1.1% | +11.8% | +9.9% |
| YTD | +17.8% | -19.8% | +37.7% | +22.8% |
| 1Y | +27.6% | -34.3% | +61.9% | +40.1% |
| 3Y | +73.3% | -8.2% | +81.5% | +69.6% |
| 5Y | +54.3% | -25.4% | +79.7% | +56.4% |
| All | +147.0% | +115.8% | +31.2% | +90.7% |
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