-28.0%
TYL vs WTW
+54.0%
-82.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.8% | -1.6% | -3.0% |
| 7D | -7.6% | -2.7% | -4.9% | -6.2% |
| 30D | +11.3% | -5.6% | +17.0% | +14.7% |
| 3M | +14.5% | +26.5% | -12.0% | +1.4% |
| 6M | -7.1% | +8.1% | -15.3% | -11.5% |
| YTD | -23.4% | -0.3% | -23.1% | -24.9% |
| 1Y | -38.6% | -0.9% | -37.7% | -39.8% |
| 3Y | -11.3% | +66.6% | -77.9% | -37.4% |
| 5Y | -28.0% | +54.0% | -81.9% | -48.3% |
| All | -28.0% | +54.0% | -82.0% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling