+251.7%
BAC vs TYL
+174.6%
+77.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.4% |
| 7D | +2.0% | +3.5% | -1.5% | +1.1% |
| 30D | -6.9% | +26.9% | -33.8% | -12.4% |
| 3M | -19.6% | +33.8% | -53.4% | -25.7% |
| 6M | -0.5% | +28.8% | -29.3% | -7.8% |
| YTD | -6.6% | -7.9% | +1.3% | -6.2% |
| 1Y | -3.0% | -9.8% | +6.8% | -2.0% |
| 3Y | +97.3% | +1.2% | +96.1% | +88.7% |
| 5Y | +21.9% | -22.8% | +44.7% | +23.1% |
| 10Y | +251.7% | +168.8% | +82.9% | +133.3% |
| All | +251.7% | +174.6% | +77.1% | +133.3% |
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