+42.7%
VXUS vs TYL
-21.3%
+64.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.5% |
| 7D | -1.8% | +6.7% | -8.4% | -2.8% |
| 30D | -4.6% | +26.5% | -31.1% | -8.3% |
| 3M | -6.1% | +37.3% | -43.4% | -11.3% |
| 6M | -4.9% | +31.2% | -36.1% | -10.0% |
| YTD | +8.1% | -7.4% | +15.4% | +10.0% |
| 1Y | +12.1% | -9.6% | +21.6% | +14.8% |
| 3Y | +63.9% | +1.9% | +62.0% | +58.9% |
| All | +42.7% | -21.3% | +64.0% | +43.9% |
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