+3,251.1%
TYL vs WU
-20.2%
+3,271.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.6% |
| 7D | +6.7% | +11.7% | -5.0% | +2.8% |
| 30D | +26.5% | +12.6% | +13.9% | +21.5% |
| 3M | +37.3% | -0.5% | +37.8% | +37.3% |
| 6M | +31.2% | -18.2% | +49.3% | +39.0% |
| YTD | -7.4% | -19.0% | +11.6% | -1.9% |
| 1Y | -9.6% | -16.7% | +7.1% | -5.3% |
| 3Y | +1.9% | -21.0% | +22.9% | +6.0% |
| 5Y | -21.1% | -41.7% | +20.6% | -10.8% |
| 10Y | +171.8% | -35.0% | +206.8% | +183.5% |
| All | +3,251.1% | -20.2% | +3,271.3% | +2,853.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling