+263.2%
BAC vs TYL
+168.7%
+94.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.1% |
| 7D | -1.2% | +6.7% | -7.8% | -2.7% |
| 30D | -7.7% | +26.5% | -34.2% | -13.0% |
| 3M | -21.2% | +37.3% | -58.4% | -27.6% |
| 6M | -6.8% | +31.2% | -38.0% | -14.1% |
| YTD | -8.7% | -7.4% | -1.3% | -8.4% |
| 1Y | -5.3% | -9.6% | +4.3% | -4.3% |
| 3Y | +87.4% | +1.9% | +85.5% | +78.9% |
| 5Y | +18.9% | -21.1% | +40.0% | +19.3% |
| All | +263.2% | +168.7% | +94.5% | +140.0% |
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 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