+2,800.6%
TYL vs WU
-19.6%
+2,820.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.1% | -3.7% |
| 7D | -3.7% | -0.8% | -2.9% | -3.4% |
| 30D | +18.7% | -1.1% | +19.8% | +19.1% |
| 3M | +18.1% | -3.9% | +22.0% | +18.8% |
| 6M | -1.1% | -20.7% | +19.5% | +5.6% |
| YTD | -19.8% | -18.4% | -1.4% | -15.2% |
| 1Y | -34.3% | -8.1% | -26.3% | -33.7% |
| 3Y | -8.2% | -24.2% | +15.9% | -3.3% |
| 5Y | -25.4% | -50.4% | +25.0% | -11.0% |
| 10Y | +115.6% | -40.0% | +155.6% | +131.2% |
| All | +2,800.6% | -19.6% | +2,820.2% | +2,451.7% |
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