+8,042.8%
WFC vs TYL
+14,564.8%
-6,522.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.8% |
| 7D | +0.6% | +6.7% | -6.0% | 0.0% |
| 30D | +4.6% | +26.5% | -22.0% | +2.1% |
| 3M | -3.6% | +37.3% | -40.9% | -6.8% |
| 6M | +5.6% | +31.2% | -25.6% | +2.3% |
| YTD | -8.5% | -7.4% | -1.1% | -8.6% |
| 1Y | -0.3% | -9.6% | +9.2% | -0.2% |
| 3Y | +116.4% | +1.9% | +114.5% | +113.2% |
| 5Y | +87.2% | -21.1% | +108.4% | +87.7% |
| 10Y | +145.8% | +171.8% | -26.0% | +118.9% |
| All | +8,042.8% | +14,564.8% | -6,522.1% | +5,193.3% |
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