-36.5%
BROS vs TYL
-8.8%
-27.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.6% | +7.2% | +6.7% |
| 7D | -17.9% | +3.5% | -21.4% | -18.6% |
| 30D | -5.4% | +26.9% | -32.3% | -10.2% |
| 3M | -32.1% | +33.8% | -65.9% | -36.5% |
| 6M | -31.7% | +28.8% | -60.5% | -35.9% |
| YTD | -41.2% | -7.9% | -33.3% | -37.9% |
| All | -36.5% | -8.8% | -27.7% | -31.5% |
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