-43.4%
TYL vs WETO
-99.4%
+56.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.1% | +3.6% | -1.5% |
| 7D | -8.6% | -38.7% | +30.1% | -9.0% |
| 30D | +7.5% | -51.3% | +58.9% | +8.3% |
| 3M | +10.9% | -97.8% | +108.8% | +16.4% |
| 6M | -6.7% | -94.8% | +88.0% | -4.0% |
| YTD | -24.5% | -97.2% | +72.7% | -22.4% |
| 1Y | -38.6% | -98.9% | +60.3% | -37.2% |
| All | -43.4% | -99.4% | +56.0% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling