+11,882.3%
WAT vs TYL
+13,142.2%
-1,259.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.3% |
| 7D | -5.6% | +15.1% | -20.7% | -7.4% |
| 30D | +3.8% | +30.1% | -26.2% | +0.1% |
| 3M | +13.3% | +40.4% | -27.1% | +7.9% |
| 6M | +32.2% | +31.3% | +0.9% | +26.6% |
| YTD | +19.3% | -5.2% | +24.5% | +18.8% |
| 1Y | +21.8% | -6.6% | +28.4% | +21.5% |
| 3Y | +73.9% | +3.4% | +70.5% | +70.5% |
| 5Y | +32.1% | -19.3% | +51.3% | +32.7% |
| 10Y | +228.2% | +178.1% | +50.1% | +183.2% |
| All | +11,882.3% | +13,142.2% | -1,259.9% | +6,391.0% |
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