+1.8%
TYL vs WPM
+214.5%
-212.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +0.8% | -3.6% | +4.4% | +0.9% |
| 30D | +21.1% | +1.4% | +19.7% | +20.9% |
| 3M | +28.9% | -0.2% | +29.1% | +28.5% |
| 6M | +42.0% | -7.3% | +49.3% | +42.6% |
| YTD | -6.6% | +12.3% | -18.9% | -7.7% |
| 1Y | -9.1% | +24.9% | -34.0% | -11.0% |
| 3Y | +1.8% | +210.4% | -208.5% | -9.3% |
| All | +1.8% | +214.5% | -212.7% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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