+1.9%
TYL vs WU
-21.7%
+23.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.7% |
| 7D | +6.7% | +11.7% | -5.0% | +3.5% |
| 30D | +26.5% | +12.6% | +13.9% | +22.5% |
| 3M | +37.3% | -0.5% | +37.8% | +37.1% |
| 6M | +31.2% | -18.2% | +49.3% | +36.1% |
| YTD | -7.4% | -19.0% | +11.6% | -3.8% |
| 1Y | -9.6% | -16.7% | +7.1% | -6.7% |
| 3Y | +1.9% | -21.0% | +22.9% | +6.5% |
| All | +1.9% | -21.7% | +23.6% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling