+21.3%
BAC vs TYL
-22.0%
+43.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.1% |
| 7D | +2.1% | +4.3% | -2.3% | +1.2% |
| 30D | -6.7% | +28.0% | -34.7% | -11.3% |
| 3M | -20.2% | +32.3% | -52.6% | -25.0% |
| 6M | -0.2% | +29.9% | -30.1% | -6.3% |
| YTD | -6.4% | -7.1% | +0.7% | -5.4% |
| 1Y | -3.1% | -9.2% | +6.1% | -1.5% |
| 3Y | +96.7% | +0.7% | +96.0% | +90.2% |
| 5Y | +21.3% | -21.1% | +42.3% | +16.9% |
| All | +21.3% | -22.0% | +43.3% | +16.9% |
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