+1,502.7%
BA vs TYL
+14,656.9%
-13,154.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.7% | -2.6% | +1.6% |
| 7D | +5.9% | +17.3% | -11.4% | +4.0% |
| 30D | -8.2% | +28.9% | -37.1% | -10.9% |
| 3M | -25.4% | +35.1% | -60.4% | -28.1% |
| 6M | -20.0% | +29.3% | -49.3% | -22.8% |
| YTD | -18.5% | -6.8% | -11.7% | -18.6% |
| 1Y | -10.6% | -9.9% | -0.7% | -10.5% |
| 3Y | -9.3% | +1.7% | -10.9% | -10.6% |
| 5Y | -16.9% | -21.6% | +4.7% | -16.2% |
| 10Y | +37.9% | +173.5% | -135.6% | +22.4% |
| All | +1,502.7% | +14,656.9% | -13,154.2% | +844.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling