-23.1%
TYL vs TW
+41.2%
-64.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +0.8% | +3.9% | -3.1% | -0.8% |
| 30D | +21.1% | +19.9% | +1.2% | +12.3% |
| 3M | +28.9% | +25.9% | +3.0% | +17.0% |
| 6M | +42.0% | +21.1% | +20.9% | +30.5% |
| YTD | -6.6% | +23.9% | -30.5% | -15.4% |
| 1Y | -9.1% | +21.2% | -30.3% | -16.9% |
| 3Y | +1.8% | +44.8% | -42.9% | -17.9% |
| All | -23.1% | +41.2% | -64.3% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling