-11.5%
BA vs TYL
-8.8%
-2.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -1.7% | +3.5% | -5.2% | -1.9% |
| 30D | -9.5% | +26.9% | -36.3% | -10.0% |
| 3M | -26.5% | +33.8% | -60.3% | -27.0% |
| 6M | -27.4% | +28.8% | -56.2% | -27.8% |
| YTD | -20.6% | -7.9% | -12.7% | -20.7% |
| All | -11.5% | -8.8% | -2.7% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling