+159.8%
VXUS vs TYL
+1,939.7%
-1,779.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -4.1% |
| 7D | -3.4% | +15.1% | -18.5% | -6.9% |
| 30D | -5.8% | +30.1% | -35.9% | -12.3% |
| 3M | -6.4% | +40.4% | -46.8% | -15.0% |
| 6M | -2.5% | +31.3% | -33.8% | -10.8% |
| YTD | +7.9% | -5.2% | +13.1% | +7.1% |
| 1Y | +11.5% | -6.6% | +18.1% | +11.0% |
| 3Y | +63.4% | +3.4% | +60.0% | +54.5% |
| 5Y | +42.9% | -19.3% | +62.2% | +42.1% |
| 10Y | +138.9% | +178.1% | -39.3% | +52.2% |
| All | +159.8% | +1,939.7% | -1,779.8% | -43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling