+49.3%
WM vs TYL
+5.0%
+44.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.9% |
| 7D | +4.5% | +15.1% | -10.6% | +1.9% |
| 30D | +16.1% | +30.1% | -14.0% | +11.0% |
| 3M | +8.0% | +40.4% | -32.3% | +2.0% |
| 6M | +8.4% | +31.3% | -22.9% | +3.0% |
| YTD | +11.2% | -5.2% | +16.4% | +10.4% |
| 1Y | +22.3% | -6.6% | +28.9% | +21.7% |
| All | +49.3% | +5.0% | +44.3% | +46.9% |
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