-36.5%
BROS vs TYL
-9.6%
-27.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.9% |
| 7D | -21.2% | +6.7% | -27.9% | -22.3% |
| 30D | -11.6% | +26.5% | -38.1% | -16.0% |
| 3M | -36.7% | +37.3% | -74.0% | -41.1% |
| 6M | -42.8% | +31.2% | -74.0% | -46.6% |
| YTD | -44.8% | -7.4% | -37.5% | -41.5% |
| 1Y | -36.5% | -9.6% | -27.0% | -31.1% |
| All | -36.5% | -9.6% | -27.0% | -31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling