-23.1%
BA vs TYL
-20.5%
-2.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.0% |
| 7D | -0.1% | +15.1% | -15.2% | -4.1% |
| 30D | -9.1% | +30.1% | -39.2% | -15.9% |
| 3M | -28.2% | +40.4% | -68.6% | -35.3% |
| 6M | -23.1% | +31.3% | -54.4% | -30.0% |
| YTD | -20.6% | -5.2% | -15.4% | -19.7% |
| 1Y | -12.7% | -6.6% | -6.1% | -11.3% |
| 3Y | -11.6% | +3.4% | -15.0% | -15.8% |
| 5Y | -23.1% | -19.3% | -3.9% | -21.0% |
| All | -23.1% | -20.5% | -2.6% | -21.0% |
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