+187.5%
TYL vs WY
+3.3%
+184.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.2% |
| 7D | -1.6% | -5.4% | +3.8% | +0.1% |
| 30D | +22.1% | +7.9% | +14.3% | +19.4% |
| 3M | +33.4% | -16.6% | +50.0% | +40.7% |
| 6M | +36.8% | -11.2% | +48.0% | +40.9% |
| YTD | -6.7% | -11.3% | +4.6% | -4.5% |
| 1Y | -9.2% | -5.5% | -3.7% | -9.0% |
| 3Y | +1.2% | -25.4% | +26.6% | +7.8% |
| 5Y | -23.0% | -32.4% | +9.4% | -15.1% |
| All | +187.5% | +3.3% | +184.2% | +180.5% |
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