+2.2%
TYL vs WU
-23.1%
+25.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.7% |
| 7D | +0.5% | +2.1% | -1.6% | -0.1% |
| 30D | +25.2% | +10.1% | +15.0% | +22.0% |
| 3M | +31.8% | -1.1% | +32.9% | +31.9% |
| 6M | +36.3% | -19.8% | +56.1% | +42.2% |
| YTD | -6.3% | -20.8% | +14.5% | -2.2% |
| 1Y | -9.5% | -15.1% | +5.6% | -6.8% |
| All | +2.2% | -23.1% | +25.3% | +7.2% |
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