+423.4%
WMT vs TYL
+106.7%
+316.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.4% | -0.3% |
| 7D | +0.1% | -7.6% | +7.7% | +1.4% |
| 30D | -5.0% | +11.3% | -16.3% | -6.7% |
| 3M | -11.3% | +14.5% | -25.8% | -13.5% |
| 6M | -13.8% | -7.1% | -6.6% | -13.3% |
| YTD | -4.2% | -23.4% | +19.2% | -0.6% |
| 1Y | +4.6% | -38.6% | +43.1% | +13.2% |
| 3Y | +100.5% | -11.3% | +111.8% | +100.7% |
| 5Y | +129.7% | -28.0% | +157.6% | +134.0% |
| 10Y | +423.4% | +104.9% | +318.6% | +314.9% |
| All | +423.4% | +106.7% | +316.8% | +314.9% |
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 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