+48.0%
BAX vs TYL
-10.1%
+58.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.7% | -0.7% | +2.7% |
| 7D | +4.1% | +17.3% | -13.2% | -0.2% |
| 30D | +9.4% | +28.9% | -19.5% | +2.0% |
| 3M | -6.5% | +35.1% | -41.6% | -14.3% |
| 6M | +59.6% | +29.3% | +30.3% | +46.7% |
| YTD | +38.9% | -6.8% | +45.6% | +33.1% |
| 1Y | +48.0% | -9.9% | +57.9% | +44.4% |
| All | +48.0% | -10.1% | +58.1% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling