-63.1%
BAX vs TYL
-22.0%
-41.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +3.6% | +4.3% | -0.7% | +2.7% |
| 30D | +8.5% | +28.0% | -19.4% | +2.9% |
| 3M | -4.9% | +32.3% | -37.2% | -10.7% |
| 6M | +47.0% | +29.9% | +17.1% | +37.9% |
| YTD | +38.4% | -7.1% | +45.6% | +37.2% |
| 1Y | +49.1% | -9.2% | +58.4% | +48.4% |
| 3Y | -14.9% | +0.7% | -15.6% | -18.6% |
| 5Y | -63.1% | -21.1% | -42.1% | -64.8% |
| All | -63.1% | -22.0% | -41.1% | -64.8% |
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 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