+126.3%
WFC vs TYL
+1.3%
+125.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.5% | +0.8% | +1.7% | +2.4% |
| 30D | +7.0% | +21.1% | -14.1% | +4.9% |
| 3M | -1.8% | +28.9% | -30.7% | -4.4% |
| 6M | +18.4% | +42.0% | -23.6% | +13.4% |
| YTD | -5.6% | -6.6% | +1.0% | -4.9% |
| 1Y | +3.9% | -9.1% | +13.0% | +5.1% |
| 3Y | +126.3% | +1.8% | +124.5% | +139.9% |
| All | +126.3% | +1.3% | +125.0% | +139.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling