+399.1%
BAC vs TYL
+115.8%
+283.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +4.0% | +1.0% |
| 7D | +1.1% | -3.7% | +4.8% | +2.0% |
| 30D | -0.4% | +18.7% | -19.1% | -4.9% |
| 3M | +16.9% | +18.1% | -1.2% | +11.1% |
| 6M | +26.6% | -1.1% | +27.7% | +25.7% |
| YTD | +15.8% | -19.8% | +35.6% | +20.9% |
| 1Y | +27.2% | -34.3% | +61.5% | +40.4% |
| 3Y | +132.4% | -8.2% | +140.6% | +127.6% |
| 5Y | +72.6% | -25.4% | +98.0% | +75.1% |
| All | +399.1% | +115.8% | +283.3% | +259.3% |
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 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