-7.2%
TYL vs WSM
+233.0%
-240.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.2% |
| 7D | -3.7% | -3.3% | -0.4% | -3.4% |
| 30D | +18.7% | -8.4% | +27.1% | +19.8% |
| 3M | +18.1% | +9.7% | +8.5% | +17.0% |
| 6M | -1.1% | +16.7% | -17.8% | -2.8% |
| YTD | -19.8% | +28.7% | -48.5% | -22.0% |
| 1Y | -34.3% | +13.7% | -48.0% | -35.3% |
| All | -7.2% | +233.0% | -240.2% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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