+298.2%
WBD vs TYL
+4,734.4%
-4,436.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +1.0% |
| 7D | -1.8% | -3.7% | +1.9% | -0.5% |
| 30D | +8.8% | +18.7% | -10.0% | +1.9% |
| 3M | +4.6% | +18.1% | -13.5% | -2.9% |
| 6M | +1.1% | -1.1% | +2.2% | -0.4% |
| YTD | -2.0% | -19.8% | +17.8% | +3.2% |
| 1Y | +140.0% | -34.3% | +174.3% | +172.0% |
| 3Y | +144.4% | -8.2% | +152.6% | +140.9% |
| 5Y | -0.2% | -25.4% | +25.2% | +4.1% |
| 10Y | +9.1% | +115.6% | -106.5% | -28.8% |
| All | +298.2% | +4,734.4% | -4,436.2% | -35.4% |
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