+168.5%
WMT vs TYL
-21.3%
+189.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.4% |
| 7D | +1.6% | +6.7% | -5.0% | +0.8% |
| 30D | +16.1% | +26.5% | -10.5% | +12.7% |
| 3M | +12.3% | +37.3% | -25.0% | +7.9% |
| 6M | -3.1% | +31.2% | -34.2% | -6.6% |
| YTD | +13.4% | -7.4% | +20.7% | +14.4% |
| 1Y | +24.5% | -9.6% | +34.0% | +26.1% |
| 3Y | +135.7% | +1.9% | +133.8% | +135.4% |
| All | +168.5% | -21.3% | +189.9% | +154.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling