+220.8%
WBD vs TYL
+6,019.7%
-5,798.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.5% |
| 7D | +6.7% | -3.6% | +10.3% | +8.2% |
| 30D | +19.3% | -7.1% | +26.4% | +22.4% |
| 3M | +78.9% | -24.3% | +103.2% | +99.1% |
| 6M | +171.9% | -16.1% | +188.0% | +189.9% |
| YTD | +115.3% | -20.1% | +135.4% | +135.0% |
| 1Y | +177.2% | -24.0% | +201.2% | +208.7% |
| 3Y | +118.2% | +60.0% | +58.2% | +79.6% |
| 5Y | +6.2% | +12.4% | -6.2% | -3.5% |
| 10Y | -22.9% | +171.3% | -194.2% | -52.8% |
| All | +220.8% | +6,019.7% | -5,798.8% | -50.8% |
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