+168.8%
TYL vs WY
+6.7%
+162.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +3.5% | -0.8% | +4.3% | +3.8% |
| 30D | +26.9% | +10.6% | +16.3% | +23.1% |
| 3M | +33.8% | -16.6% | +50.5% | +41.2% |
| 6M | +28.8% | -8.6% | +37.4% | +31.6% |
| YTD | -7.9% | -8.4% | +0.5% | -6.6% |
| 1Y | -9.8% | -5.1% | -4.7% | -9.7% |
| 3Y | +1.2% | -21.9% | +23.1% | +6.3% |
| 5Y | -22.8% | -31.3% | +8.5% | -15.4% |
| 10Y | +168.8% | +3.6% | +165.2% | +155.8% |
| All | +168.8% | +6.7% | +162.1% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling