-44.4%
TYL vs WETO
-99.4%
+55.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.8% | +0.3% |
| 7D | -7.5% | -4.3% | -3.2% | -7.5% |
| 30D | +6.0% | -39.9% | +45.9% | +6.9% |
| 3M | +13.9% | -97.9% | +111.8% | +19.6% |
| 6M | -3.3% | -95.0% | +91.7% | -0.5% |
| YTD | -25.8% | -97.2% | +71.3% | -23.8% |
| 1Y | -39.2% | -98.9% | +59.7% | -37.8% |
| All | -44.4% | -99.4% | +55.0% | -42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling