-30.0%
TYL vs WETO
-99.9%
+69.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.1% |
| 7D | +0.8% | -39.7% | +40.5% | +0.5% |
| 30D | +21.1% | -26.7% | +47.8% | +21.0% |
| 3M | +28.9% | -83.1% | +112.0% | +29.0% |
| 6M | +42.0% | -98.8% | +140.8% | +45.6% |
| YTD | -6.6% | -99.3% | +92.7% | -4.9% |
| 1Y | -9.1% | -99.4% | +90.3% | -7.5% |
| All | -30.0% | -99.9% | +69.9% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling