-7.9%
BROS vs TYL
-10.2%
+2.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.0% |
| 7D | -21.2% | +6.7% | -27.9% | -24.4% |
| 30D | -11.6% | +26.5% | -38.1% | -23.7% |
| 3M | -36.7% | +37.3% | -74.0% | -48.6% |
| 6M | -42.8% | +31.2% | -74.0% | -53.3% |
| YTD | -44.8% | -7.4% | -37.5% | -44.1% |
| 1Y | -36.5% | -9.6% | -27.0% | -34.5% |
| 3Y | +27.0% | +1.9% | +25.1% | +14.7% |
| 5Y | -50.3% | -21.1% | -29.2% | -43.1% |
| All | -7.9% | -10.2% | +2.3% | -5.6% |
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