+1.5%
WFC vs TYL
-8.8%
+10.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | +0.1% | +3.5% | -3.4% | 0.0% |
| 30D | +2.9% | +26.9% | -24.0% | +1.9% |
| 3M | -1.4% | +33.8% | -35.3% | -2.8% |
| 6M | +14.3% | +28.8% | -14.5% | +12.5% |
| YTD | -6.2% | -7.9% | +1.7% | -10.3% |
| All | +1.5% | -8.8% | +10.3% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling