+180.7%
TYL vs WTW
+214.6%
-33.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | 0.0% |
| 7D | +4.3% | +1.6% | +2.7% | +3.6% |
| 30D | +28.0% | +12.4% | +15.6% | +21.6% |
| 3M | +32.3% | -2.6% | +35.0% | +34.0% |
| 6M | +29.9% | +30.8% | -0.8% | +15.9% |
| YTD | -7.1% | +2.3% | -9.5% | -9.3% |
| 1Y | -9.2% | +4.9% | -14.1% | -12.4% |
| 3Y | +0.7% | +43.9% | -43.1% | -15.9% |
| 5Y | -21.1% | +53.8% | -74.9% | -36.5% |
| All | +180.7% | +214.6% | -33.9% | +67.2% |
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