-10.3%
TYL vs WU
-12.5%
+2.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.4% |
| 7D | +4.3% | +11.0% | -6.7% | +0.3% |
| 30D | +28.0% | +13.4% | +14.6% | +22.2% |
| 3M | +32.3% | +2.2% | +30.1% | +30.8% |
| 6M | +29.9% | -18.2% | +48.1% | +36.4% |
| YTD | -7.1% | -18.3% | +11.2% | -3.3% |
| All | -10.3% | -12.5% | +2.2% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling