-10.0%
TYL vs TW
+18.0%
-27.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | +3.5% | +3.4% | +0.1% | +2.0% |
| 30D | +26.9% | +15.5% | +11.4% | +19.1% |
| 3M | +33.8% | +25.1% | +8.7% | +21.3% |
| 6M | +28.8% | +18.2% | +10.7% | +19.3% |
| YTD | -7.9% | +19.7% | -27.6% | -15.6% |
| All | -10.0% | +18.0% | -27.9% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling