-1.1%
WM vs TYL
-34.2%
+33.1%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.5% |
| 7D | -0.3% | -3.7% | +3.4% | +0.4% |
| 30D | -2.4% | +18.7% | -21.1% | -5.5% |
| 3M | +0.4% | +18.1% | -17.7% | -2.9% |
| 6M | -9.5% | -1.1% | -8.4% | -9.9% |
| YTD | +0.5% | -19.8% | +20.3% | +6.3% |
| 1Y | -1.1% | -34.3% | +33.2% | +8.4% |
| All | -1.1% | -34.2% | +33.1% | +8.4% |
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