+30.8%
WAT vs TYL
-21.3%
+52.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.6% |
| 7D | -1.1% | +6.7% | -7.8% | -3.0% |
| 30D | +5.0% | +26.5% | -21.6% | -2.4% |
| 3M | +14.5% | +37.3% | -22.8% | +3.4% |
| 6M | +30.9% | +31.2% | -0.2% | +19.0% |
| YTD | +20.5% | -7.4% | +27.8% | +22.2% |
| 1Y | +23.3% | -9.6% | +32.8% | +26.1% |
| 3Y | +81.5% | +1.9% | +79.6% | +72.8% |
| All | +30.8% | -21.3% | +52.1% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling