+10.8%
WBD vs TYL
+106.7%
-95.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +1.0% |
| 7D | -0.7% | -7.6% | +6.9% | +1.7% |
| 30D | +5.0% | +11.3% | -6.3% | +1.2% |
| 3M | +6.2% | +14.5% | -8.3% | +0.6% |
| 6M | +0.6% | -7.1% | +7.8% | +1.7% |
| YTD | -2.4% | -23.4% | +21.0% | +4.6% |
| 1Y | +127.7% | -38.6% | +166.3% | +164.3% |
| 3Y | +148.4% | -11.3% | +159.7% | +150.2% |
| 5Y | +4.2% | -28.0% | +32.2% | +6.9% |
| 10Y | +10.8% | +104.9% | -94.1% | -9.6% |
| All | +10.8% | +106.7% | -95.9% | -9.6% |
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