+5,463.0%
TYL vs WPM
+5,236.6%
+226.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.9% | -5.2% | -2.6% |
| 7D | +6.7% | +16.9% | -10.3% | +4.9% |
| 30D | +26.5% | +2.0% | +24.6% | +26.0% |
| 3M | +37.3% | +8.9% | +28.4% | +35.5% |
| 6M | +31.2% | +1.6% | +29.6% | +29.8% |
| YTD | -7.4% | +16.5% | -23.9% | -10.2% |
| 1Y | -9.6% | +42.2% | -51.8% | -14.4% |
| 3Y | +1.9% | +213.3% | -211.4% | -12.7% |
| 5Y | -21.1% | +249.9% | -271.0% | -33.7% |
| 10Y | +171.8% | +549.4% | -377.6% | +108.0% |
| All | +5,463.0% | +5,236.6% | +226.4% | +2,754.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling