+19.5%
WBD vs TYL
+115.6%
-96.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +36.5% | -29.2% | +65.7% | +42.6% |
| 7D | +36.5% | -29.2% | +65.7% | +42.6% |
| 30D | +36.5% | -29.2% | +65.7% | +42.6% |
| 3M | +36.5% | -29.2% | +65.7% | +42.6% |
| 6M | +36.5% | -29.2% | +65.7% | +42.6% |
| YTD | +36.5% | -29.2% | +65.7% | +42.6% |
| 1Y | +63.0% | -34.7% | +97.7% | +75.1% |
| 3Y | +206.7% | -14.0% | +220.7% | +196.7% |
| 5Y | +18.4% | -28.5% | +46.8% | +16.3% |
| All | +19.5% | +115.6% | -96.1% | -9.2% |
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