+168.8%
TYL vs BAH
+218.8%
-50.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | -1.1% |
| 7D | +3.5% | -1.5% | +5.0% | +4.0% |
| 30D | +26.9% | +17.3% | +9.6% | +20.8% |
| 3M | +33.8% | +14.9% | +19.0% | +28.1% |
| 6M | +28.8% | +14.2% | +14.6% | +23.1% |
| YTD | -7.9% | +5.1% | -13.0% | -10.3% |
| 1Y | -9.8% | +2.1% | -11.8% | -11.6% |
| 3Y | +1.2% | -26.0% | +27.2% | +3.1% |
| 5Y | -22.8% | +9.0% | -31.8% | -33.4% |
| 10Y | +168.8% | +208.8% | -40.0% | +65.5% |
| All | +168.8% | +218.8% | -50.0% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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