-33.3%
BAX vs TYL
+183.3%
-216.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | +0.4% | -1.6% | +1.9% | +0.8% |
| 30D | +3.4% | +22.1% | -18.7% | -2.1% |
| 3M | -4.5% | +33.4% | -37.8% | -12.0% |
| 6M | +44.0% | +36.8% | +7.2% | +31.1% |
| YTD | +34.9% | -6.7% | +41.6% | +34.6% |
| 1Y | +37.9% | -9.2% | +47.1% | +38.6% |
| 3Y | -17.1% | +1.2% | -18.2% | -21.2% |
| 5Y | -64.3% | -23.0% | -41.3% | -63.9% |
| All | -33.3% | +183.3% | -216.6% | -57.7% |
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