+13,689.0%
TYL vs WTW
+1,174.9%
+12,514.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.2% |
| 7D | -3.7% | -2.6% | -1.1% | -2.7% |
| 30D | +18.7% | -1.0% | +19.7% | +19.2% |
| 3M | +18.1% | +29.9% | -11.8% | +7.5% |
| 6M | -1.1% | +10.7% | -11.8% | -4.9% |
| YTD | -19.8% | +2.6% | -22.4% | -21.3% |
| 1Y | -34.3% | +2.8% | -37.1% | -35.7% |
| 3Y | -8.2% | +67.3% | -75.5% | -25.1% |
| 5Y | -25.4% | +56.6% | -82.1% | -37.7% |
| 10Y | +115.6% | +204.1% | -88.5% | +39.4% |
| All | +13,689.0% | +1,174.9% | +12,514.1% | +7,569.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling