+1.9%
TYL vs WY
-25.3%
+27.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.5% |
| 7D | +6.7% | +3.1% | +3.6% | +5.8% |
| 30D | +26.5% | +13.0% | +13.6% | +23.0% |
| 3M | +37.3% | -16.8% | +54.1% | +42.6% |
| 6M | +31.2% | -11.2% | +42.3% | +34.0% |
| YTD | -7.4% | -9.1% | +1.7% | -6.8% |
| 1Y | -9.6% | -4.8% | -4.8% | -10.5% |
| 3Y | +1.9% | -25.3% | +27.2% | +8.7% |
| All | +1.9% | -25.3% | +27.2% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling