-11.3%
TYL vs WTW
+65.4%
-76.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.8% | -1.6% | -3.3% |
| 7D | -7.6% | -2.7% | -4.9% | -6.5% |
| 30D | +11.3% | -5.6% | +17.0% | +14.0% |
| 3M | +14.5% | +26.5% | -12.0% | +4.2% |
| 6M | -7.1% | +8.1% | -15.3% | -11.2% |
| YTD | -23.4% | -0.3% | -23.1% | -25.4% |
| 1Y | -38.6% | -0.9% | -37.7% | -40.2% |
| 3Y | -11.3% | +66.6% | -77.9% | -25.9% |
| All | -11.3% | +65.4% | -76.7% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling