-22.4%
TYL vs WSM
+168.7%
-191.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.9% |
| 7D | +6.7% | +0.5% | +6.1% | +6.5% |
| 30D | +26.5% | +6.0% | +20.6% | +24.8% |
| 3M | +37.3% | +3.2% | +34.1% | +36.1% |
| 6M | +31.2% | +37.1% | -6.0% | +21.5% |
| YTD | -7.4% | +44.2% | -51.5% | -15.6% |
| 1Y | -9.6% | +34.2% | -43.8% | -16.2% |
| 3Y | +1.9% | +249.3% | -247.4% | -35.3% |
| All | -22.4% | +168.7% | -191.0% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling