-1.1%
TYL vs WPM
+0.4%
-1.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -3.0% | -4.1% |
| 7D | -3.7% | +1.1% | -4.8% | -3.5% |
| 30D | +18.7% | +26.4% | -7.6% | +23.1% |
| 3M | +18.1% | +20.8% | -2.7% | +22.4% |
| 6M | -1.1% | +1.1% | -2.2% | +0.1% |
| All | -1.1% | +0.4% | -1.5% | +0.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling