+9,012.0%
WMT vs TYL
+12,593.6%
-3,581.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.9% |
| 7D | +3.9% | -3.7% | +7.6% | +4.2% |
| 30D | -4.4% | +18.7% | -23.1% | -5.8% |
| 3M | -8.8% | +18.1% | -26.9% | -10.2% |
| 6M | -15.6% | -1.1% | -14.5% | -15.8% |
| YTD | -3.2% | -19.8% | +16.6% | -2.1% |
| 1Y | +7.0% | -34.3% | +41.4% | +10.0% |
| 3Y | +105.3% | -8.2% | +113.5% | +104.7% |
| 5Y | +129.3% | -25.4% | +154.7% | +130.5% |
| 10Y | +423.9% | +115.6% | +308.3% | +381.5% |
| All | +9,012.0% | +12,593.6% | -3,581.7% | +5,481.6% |
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