+1.7%
TYL vs TW
+42.9%
-41.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.7% |
| 7D | -1.6% | +3.2% | -4.8% | -2.6% |
| 30D | +22.1% | +19.7% | +2.4% | +15.0% |
| 3M | +33.4% | +26.8% | +6.5% | +23.2% |
| 6M | +36.8% | +20.9% | +15.9% | +27.8% |
| YTD | -6.7% | +22.9% | -29.6% | -13.3% |
| 1Y | -9.2% | +20.4% | -29.6% | -15.3% |
| All | +1.7% | +42.9% | -41.1% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling