-24.8%
TYL vs WING
-34.0%
+9.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.8% |
| 7D | -3.7% | -3.9% | +0.2% | -2.9% |
| 30D | +18.7% | -11.6% | +30.3% | +21.5% |
| 3M | +18.1% | -24.2% | +42.3% | +24.3% |
| 6M | -1.1% | -54.1% | +52.9% | +15.8% |
| YTD | -19.8% | -53.9% | +34.1% | -6.9% |
| 1Y | -34.3% | -64.4% | +30.0% | -19.6% |
| 3Y | -8.2% | -30.2% | +22.0% | -18.5% |
| All | -24.8% | -34.0% | +9.2% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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