+101.1%
WMB vs TYL
+5.0%
+96.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.7% | -7.0% | -5.3% |
| 7D | -14.2% | +15.1% | -29.3% | -14.2% |
| 30D | -11.2% | +30.1% | -41.3% | -11.5% |
| 3M | -9.9% | +40.4% | -50.3% | -10.4% |
| 6M | -14.4% | +31.3% | -45.6% | -14.5% |
| YTD | +9.2% | -5.2% | +14.4% | +12.8% |
| 1Y | +15.1% | -6.6% | +21.7% | +19.1% |
| All | +101.1% | +5.0% | +96.1% | +110.3% |
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 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