+180.7%
TYL vs WU
-35.2%
+215.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.5% |
| 7D | +4.3% | +11.0% | -6.7% | +0.9% |
| 30D | +28.0% | +13.4% | +14.6% | +22.9% |
| 3M | +32.3% | +2.2% | +30.1% | +31.2% |
| 6M | +29.9% | -18.2% | +48.1% | +37.2% |
| YTD | -7.1% | -18.3% | +11.2% | -2.2% |
| 1Y | -9.2% | -12.2% | +2.9% | -6.7% |
| 3Y | +0.7% | -20.8% | +21.5% | +4.4% |
| 5Y | -21.1% | -42.6% | +21.5% | -10.4% |
| All | +180.7% | -35.2% | +215.9% | +184.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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