+46.1%
VXUS vs TYL
-23.0%
+69.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.1% | +0.8% | +1.3% | +2.0% |
| 30D | -1.1% | +21.1% | -22.2% | -4.3% |
| 3M | -5.6% | +28.9% | -34.5% | -9.8% |
| 6M | -2.3% | +42.0% | -44.3% | -8.9% |
| YTD | +10.4% | -6.6% | +16.9% | +12.2% |
| 1Y | +13.1% | -9.1% | +22.1% | +15.7% |
| 3Y | +68.0% | +1.8% | +66.2% | +63.2% |
| All | +46.1% | -23.0% | +69.2% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling