+156.1%
WBD vs TYL
-6.4%
+162.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.5% |
| 7D | -1.8% | -3.7% | +1.9% | -0.9% |
| 30D | +8.8% | +18.7% | -10.0% | +4.1% |
| 3M | +4.6% | +18.1% | -13.5% | -0.4% |
| 6M | +1.1% | -1.1% | +2.2% | +1.4% |
| YTD | -2.0% | -19.8% | +17.8% | +7.0% |
| 1Y | +140.0% | -34.3% | +174.3% | +188.1% |
| All | +156.1% | -6.4% | +162.6% | +147.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling