+10,575.1%
WMT vs TYL
+14,564.8%
-3,989.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.5% |
| 7D | +1.6% | +6.7% | -5.0% | +1.1% |
| 30D | +16.1% | +26.5% | -10.5% | +13.8% |
| 3M | +12.3% | +37.3% | -25.0% | +9.3% |
| 6M | -3.1% | +31.2% | -34.2% | -5.5% |
| YTD | +13.4% | -7.4% | +20.7% | +13.3% |
| 1Y | +24.5% | -9.6% | +34.0% | +24.6% |
| 3Y | +135.7% | +1.9% | +133.8% | +133.0% |
| 5Y | +166.8% | -21.1% | +187.9% | +166.9% |
| 10Y | +543.4% | +171.8% | +371.7% | +480.4% |
| All | +10,575.1% | +14,564.8% | -3,989.7% | +6,359.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling