+226.2%
WAT vs TYL
+168.7%
+57.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.7% |
| 7D | -1.1% | +6.7% | -7.8% | -3.2% |
| 30D | +5.0% | +26.5% | -21.6% | -3.2% |
| 3M | +14.5% | +37.3% | -22.8% | +2.2% |
| 6M | +30.9% | +31.2% | -0.2% | +17.6% |
| YTD | +20.5% | -7.4% | +27.8% | +21.0% |
| 1Y | +23.3% | -9.6% | +32.8% | +24.8% |
| 3Y | +81.5% | +1.9% | +79.6% | +71.8% |
| 5Y | +33.4% | -21.1% | +54.5% | +35.2% |
| All | +226.2% | +168.7% | +57.5% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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