+31.1%
BA vs TYL
+174.9%
-143.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.1% |
| 7D | -0.1% | +15.1% | -15.2% | -4.9% |
| 30D | -9.1% | +30.1% | -39.2% | -17.2% |
| 3M | -28.2% | +40.4% | -68.6% | -36.6% |
| 6M | -23.1% | +31.3% | -54.4% | -31.3% |
| YTD | -20.6% | -5.2% | -15.4% | -20.8% |
| 1Y | -12.7% | -6.6% | -6.1% | -12.6% |
| 3Y | -11.6% | +3.4% | -15.0% | -17.0% |
| 5Y | -23.1% | -19.3% | -3.9% | -22.1% |
| All | +31.1% | +174.9% | -143.9% | -17.1% |
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 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