-44.6%
TYL vs WETO
-99.4%
+54.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.1% | -9.2% | -2.0% |
| 7D | -11.5% | -19.9% | +8.3% | -11.7% |
| 30D | +3.9% | -42.7% | +46.6% | +4.8% |
| 3M | +10.8% | -97.7% | +108.5% | +16.3% |
| 6M | -5.3% | -94.4% | +89.1% | -2.5% |
| YTD | -26.1% | -97.0% | +70.9% | -24.0% |
| 1Y | -38.5% | -98.9% | +60.3% | -37.1% |
| All | -44.6% | -99.4% | +54.8% | -42.9% |
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