+63.6%
VXUS vs TYL
+5.0%
+58.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -3.7% |
| 7D | -3.4% | +15.1% | -18.5% | -3.9% |
| 30D | -5.8% | +30.1% | -35.9% | -6.8% |
| 3M | -6.4% | +40.4% | -46.8% | -7.9% |
| 6M | -2.5% | +31.3% | -33.8% | -3.6% |
| YTD | +7.9% | -5.2% | +13.1% | +11.6% |
| 1Y | +11.5% | -6.6% | +18.1% | +15.5% |
| All | +63.6% | +5.0% | +58.7% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling