+237.7%
BAC vs TYL
+169.5%
+68.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.1% |
| 7D | +2.1% | +4.3% | -2.3% | +1.0% |
| 30D | -6.7% | +28.0% | -34.7% | -12.4% |
| 3M | -20.2% | +32.3% | -52.6% | -26.1% |
| 6M | -0.2% | +29.9% | -30.1% | -7.8% |
| YTD | -6.4% | -7.1% | +0.7% | -6.1% |
| 1Y | -3.1% | -9.2% | +6.1% | -2.2% |
| 3Y | +96.7% | +0.7% | +96.0% | +88.4% |
| 5Y | +21.3% | -21.1% | +42.3% | +21.8% |
| 10Y | +237.7% | +180.8% | +56.9% | +122.2% |
| All | +237.7% | +169.5% | +68.2% | +122.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling