+1,072.4%
BAC vs TYL
+14,906.9%
-13,834.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -3.8% |
| 7D | -2.7% | +15.1% | -17.8% | -4.3% |
| 30D | -8.0% | +30.1% | -38.1% | -10.9% |
| 3M | -20.9% | +40.4% | -61.3% | -24.2% |
| 6M | -5.4% | +31.3% | -36.6% | -8.9% |
| YTD | -8.1% | -5.2% | -2.9% | -8.5% |
| 1Y | -3.1% | -6.6% | +3.5% | -3.4% |
| 3Y | +88.1% | +3.4% | +84.7% | +84.4% |
| 5Y | +19.7% | -19.3% | +39.0% | +19.7% |
| 10Y | +275.9% | +178.1% | +97.7% | +225.3% |
| All | +1,072.4% | +14,906.9% | -13,834.5% | +632.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling