-13.4%
WBD vs TYL
-13.8%
+0.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.7% |
| 7D | +6.7% | -3.6% | +10.3% | +8.7% |
| 30D | +19.3% | -7.1% | +26.4% | +23.5% |
| 3M | +78.9% | -24.3% | +103.2% | +107.3% |
| 6M | +171.9% | -16.1% | +188.0% | +196.5% |
| YTD | +115.3% | -20.1% | +135.4% | +141.6% |
| 1Y | +177.2% | -24.0% | +201.2% | +219.4% |
| 3Y | +118.2% | +60.0% | +58.2% | +62.6% |
| All | -13.4% | -13.8% | +0.4% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling