+869.1%
BAX vs TYL
+14,906.9%
-14,037.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.3% |
| 7D | +9.1% | +15.1% | -5.9% | +8.1% |
| 30D | +5.3% | +30.1% | -24.8% | +3.4% |
| 3M | -6.1% | +40.4% | -46.5% | -8.3% |
| 6M | +53.3% | +31.3% | +22.0% | +50.3% |
| YTD | +34.4% | -5.2% | +39.6% | +34.3% |
| 1Y | +43.2% | -6.6% | +49.8% | +43.2% |
| 3Y | -20.1% | +3.4% | -23.5% | -20.9% |
| 5Y | -63.7% | -19.3% | -44.5% | -63.8% |
| 10Y | -36.3% | +178.1% | -214.5% | -40.6% |
| All | +869.1% | +14,906.9% | -14,037.8% | +670.1% |
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