-24.8%
TYL vs WSM
+179.2%
-203.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.5% |
| 7D | -3.7% | -3.3% | -0.4% | -3.0% |
| 30D | +18.7% | -8.4% | +27.1% | +21.0% |
| 3M | +18.1% | +9.7% | +8.5% | +15.5% |
| 6M | -1.1% | +16.7% | -17.8% | -5.1% |
| YTD | -19.8% | +28.7% | -48.5% | -24.9% |
| 1Y | -34.3% | +13.7% | -48.0% | -36.8% |
| 3Y | -8.2% | +230.1% | -238.3% | -40.9% |
| All | -24.8% | +179.2% | -203.9% | -50.6% |
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