+201.4%
TYL vs WING
+405.9%
-204.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.4% |
| 3M | +18.1% | -24.2% | +42.3% | +24.0% |
| 6M | -1.1% | -54.1% | +52.9% | +14.7% |
| YTD | -19.8% | -53.9% | +34.1% | -7.7% |
| 1Y | -34.3% | -64.4% | +30.0% | -20.7% |
| 3Y | -8.2% | -30.2% | +22.0% | -11.9% |
| 5Y | -25.4% | -34.1% | +8.7% | -31.5% |
| 10Y | +115.6% | +342.1% | -226.6% | +34.6% |
| All | +201.4% | +405.9% | -204.4% | +77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling