+136.5%
WMT vs TYL
+1.3%
+135.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +2.0% | +0.8% | +1.2% | +2.0% |
| 30D | +10.3% | +21.1% | -10.9% | +8.1% |
| 3M | +11.0% | +28.9% | -18.0% | +8.1% |
| 6M | -2.3% | +42.0% | -44.4% | -5.8% |
| YTD | +15.7% | -6.6% | +22.3% | +18.4% |
| 1Y | +26.0% | -9.1% | +35.0% | +29.7% |
| 3Y | +136.5% | +1.8% | +134.7% | +145.9% |
| All | +136.5% | +1.3% | +135.2% | +145.9% |
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