-2.1%
BROS vs TYL
-9.5%
+7.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.1% | +6.4% | +6.4% |
| 7D | +6.3% | +0.8% | +5.5% | +5.8% |
| 30D | -8.3% | +21.1% | -29.5% | -18.8% |
| 3M | -29.8% | +28.9% | -58.7% | -40.6% |
| 6M | -25.8% | +42.0% | -67.8% | -42.4% |
| YTD | -41.4% | -6.6% | -34.8% | -40.9% |
| 1Y | -35.2% | -9.1% | -26.1% | -33.2% |
| 3Y | +32.8% | +1.8% | +30.9% | +20.2% |
| 5Y | -42.2% | -22.9% | -19.2% | -31.7% |
| All | -2.1% | -9.5% | +7.3% | -0.2% |
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