+10,726.6%
WAT vs TYL
+11,100.9%
-374.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.5% |
| 7D | -1.3% | -3.7% | +2.4% | -0.8% |
| 30D | +2.3% | +18.7% | -16.4% | 0.0% |
| 3M | +8.7% | +18.1% | -9.4% | +6.0% |
| 6M | +28.3% | -1.1% | +29.4% | +27.8% |
| YTD | +7.8% | -19.8% | +27.6% | +10.0% |
| 1Y | +36.6% | -34.3% | +70.9% | +43.1% |
| 3Y | +45.7% | -8.2% | +53.9% | +45.4% |
| 5Y | -3.3% | -25.4% | +22.1% | -1.5% |
| 10Y | +162.1% | +115.6% | +46.5% | +134.1% |
| All | +10,726.6% | +11,100.9% | -374.3% | +5,913.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling