+97.9%
TYL vs WTW
+197.9%
-100.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | -11.5% | -7.8% | -3.8% | -8.4% |
| 30D | +3.9% | -7.9% | +11.8% | +7.6% |
| 3M | +10.8% | +19.9% | -9.2% | +2.5% |
| 6M | -5.3% | +9.8% | -15.1% | -9.4% |
| YTD | -26.1% | -3.3% | -22.8% | -26.1% |
| 1Y | -38.5% | -3.3% | -35.3% | -38.7% |
| 3Y | -14.5% | +61.5% | -76.0% | -32.2% |
| 5Y | -28.9% | +42.6% | -71.5% | -41.0% |
| All | +97.9% | +197.9% | -100.0% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling