-36.8%
BAX vs TYL
+168.7%
-205.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.1% |
| 7D | +12.1% | +6.7% | +5.5% | +10.3% |
| 30D | +7.6% | +26.5% | -19.0% | +0.9% |
| 3M | -4.5% | +37.3% | -41.8% | -12.6% |
| 6M | +52.0% | +31.2% | +20.9% | +40.0% |
| YTD | +35.1% | -7.4% | +42.5% | +35.1% |
| 1Y | +43.7% | -9.6% | +53.3% | +44.6% |
| 3Y | -20.9% | +1.9% | -22.8% | -25.0% |
| 5Y | -63.5% | -21.1% | -42.4% | -63.6% |
| All | -36.8% | +168.7% | -205.5% | -58.8% |
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 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