+134.8%
VXUS vs TYL
+168.7%
-33.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.6% |
| 7D | -1.8% | +6.7% | -8.4% | -3.1% |
| 30D | -4.6% | +26.5% | -31.1% | -9.5% |
| 3M | -6.1% | +37.3% | -43.4% | -12.8% |
| 6M | -4.9% | +31.2% | -36.1% | -11.6% |
| YTD | +8.1% | -7.4% | +15.4% | +8.7% |
| 1Y | +12.1% | -9.6% | +21.6% | +13.5% |
| 3Y | +63.9% | +1.9% | +62.0% | +57.2% |
| 5Y | +43.1% | -21.1% | +64.2% | +44.1% |
| All | +134.8% | +168.7% | -33.9% | +69.4% |
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