+526.6%
WMT vs TYL
+174.6%
+352.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -1.6% | +3.5% | -5.1% | -2.2% |
| 30D | +12.9% | +26.9% | -14.0% | +8.5% |
| 3M | +12.6% | +33.8% | -21.2% | +7.2% |
| 6M | -3.4% | +28.8% | -32.3% | -7.8% |
| YTD | +13.5% | -7.9% | +21.4% | +14.2% |
| 1Y | +23.5% | -9.8% | +33.3% | +24.7% |
| 3Y | +137.3% | +1.2% | +136.2% | +133.1% |
| 5Y | +167.9% | -22.8% | +190.7% | +171.9% |
| 10Y | +526.6% | +168.8% | +357.8% | +364.0% |
| All | +526.6% | +174.6% | +352.0% | +364.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling