+138.1%
WFC vs TYL
+115.8%
+22.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +1.9% |
| 7D | +3.8% | -3.7% | +7.5% | +4.7% |
| 30D | +1.5% | +18.7% | -17.3% | -2.9% |
| 3M | +10.9% | +18.1% | -7.3% | +5.7% |
| 6M | +8.4% | -1.1% | +9.6% | +7.7% |
| YTD | -1.9% | -19.8% | +17.9% | +2.2% |
| 1Y | +12.3% | -34.3% | +46.7% | +23.5% |
| 3Y | +132.3% | -8.2% | +140.6% | +127.5% |
| 5Y | +130.1% | -25.4% | +155.5% | +133.0% |
| All | +138.1% | +115.8% | +22.3% | +71.6% |
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