-22.1%
BA vs TYL
-21.3%
-0.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.2% |
| 7D | +1.1% | +6.7% | -5.6% | -0.8% |
| 30D | -7.9% | +26.5% | -34.5% | -14.2% |
| 3M | -25.3% | +37.3% | -62.6% | -32.4% |
| 6M | -24.6% | +31.2% | -55.7% | -31.3% |
| YTD | -20.1% | -7.4% | -12.8% | -18.7% |
| 1Y | -11.8% | -9.6% | -2.2% | -9.5% |
| 3Y | -10.1% | +1.9% | -12.0% | -14.2% |
| All | -22.1% | -21.3% | -0.8% | -18.3% |
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