+12,412.3%
TYL vs WY
+688.1%
+11,724.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.9% | -4.3% |
| 7D | -3.7% | -1.7% | -2.0% | -3.2% |
| 30D | +18.7% | -10.1% | +28.8% | +22.3% |
| 3M | +18.1% | -5.1% | +23.3% | +19.6% |
| 6M | -1.1% | -4.8% | +3.7% | -0.5% |
| YTD | -19.8% | -0.2% | -19.6% | -20.6% |
| 1Y | -34.3% | -6.6% | -27.7% | -33.8% |
| 3Y | -8.2% | -22.7% | +14.5% | -3.4% |
| 5Y | -25.4% | -22.2% | -3.2% | -21.5% |
| 10Y | +115.6% | +7.3% | +108.3% | +93.2% |
| All | +12,412.3% | +688.1% | +11,724.2% | +6,973.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling