+8,091.0%
WFC vs TYL
+14,564.8%
-6,473.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.2% |
| 7D | +1.2% | +6.7% | -5.4% | +0.6% |
| 30D | +5.2% | +26.5% | -21.3% | +2.7% |
| 3M | -3.0% | +37.3% | -40.3% | -6.2% |
| 6M | +6.2% | +31.2% | -25.0% | +2.9% |
| YTD | -7.9% | -7.4% | -0.6% | -8.0% |
| 1Y | +0.3% | -9.6% | +9.8% | +0.4% |
| 3Y | +117.7% | +1.9% | +115.8% | +114.5% |
| 5Y | +88.4% | -21.1% | +109.5% | +88.8% |
| 10Y | +147.3% | +171.8% | -24.5% | +120.2% |
| All | +8,091.0% | +14,564.8% | -6,473.8% | +5,224.7% |
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