-0.9%
BA vs TYL
-25.2%
+24.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +2.0% |
| 7D | +1.2% | -3.7% | +4.8% | +2.2% |
| 30D | -11.6% | +18.7% | -30.4% | -16.2% |
| 3M | -2.4% | +18.1% | -20.5% | -7.8% |
| 6M | -6.6% | -1.1% | -5.5% | -7.1% |
| YTD | -2.2% | -19.8% | +17.6% | +3.9% |
| 1Y | -8.0% | -34.3% | +26.3% | +5.5% |
| 3Y | -5.0% | -8.2% | +3.2% | -6.9% |
| All | -0.9% | -25.2% | +24.2% | +1.4% |
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