+1.8%
TYL vs WSM
+260.3%
-258.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +21.1% | +5.1% | +16.0% | +20.5% |
| 3M | +28.9% | +5.1% | +23.8% | +28.1% |
| 6M | +42.0% | +48.6% | -6.6% | +36.5% |
| YTD | -6.6% | +44.2% | -50.8% | -9.9% |
| 1Y | -9.1% | +38.1% | -47.2% | -12.0% |
| 3Y | +1.8% | +257.2% | -255.4% | -5.9% |
| All | +1.8% | +260.3% | -258.4% | -5.9% |
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