-9.9%
TYL vs WETO
-99.3%
+89.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +11.4% | -6.7% | +4.8% |
| 7D | +17.3% | +3.6% | +13.7% | +17.3% |
| 30D | +28.9% | -17.2% | +46.1% | +28.8% |
| 3M | +35.1% | -83.7% | +118.8% | +34.9% |
| 6M | +29.3% | -98.3% | +127.6% | +32.9% |
| YTD | -6.8% | -99.0% | +92.2% | -3.2% |
| 1Y | -9.9% | -99.4% | +89.5% | -3.4% |
| All | -9.9% | -99.3% | +89.4% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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