+19.7%
BAC vs TYL
-20.5%
+40.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -3.9% |
| 7D | -2.7% | +15.1% | -17.8% | -5.4% |
| 30D | -8.0% | +30.1% | -38.1% | -12.8% |
| 3M | -20.9% | +40.4% | -61.3% | -26.5% |
| 6M | -5.4% | +31.3% | -36.6% | -11.3% |
| YTD | -8.1% | -5.2% | -2.9% | -7.5% |
| 1Y | -3.1% | -6.6% | +3.5% | -2.1% |
| 3Y | +88.1% | +3.4% | +84.7% | +80.9% |
| 5Y | +19.7% | -19.3% | +39.0% | +14.8% |
| All | +19.7% | -20.5% | +40.3% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling