+180.8%
TYL vs BAH
+210.6%
-29.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +4.3% | +0.5% | +3.8% | +4.2% |
| 30D | +28.0% | +18.2% | +9.7% | +21.5% |
| 3M | +32.3% | +13.1% | +19.3% | +27.2% |
| 6M | +29.9% | +15.2% | +14.7% | +23.8% |
| YTD | -7.1% | +6.0% | -13.1% | -9.7% |
| 1Y | -9.2% | +3.1% | -12.3% | -11.3% |
| 3Y | +0.7% | -26.2% | +26.9% | +2.8% |
| 5Y | -21.1% | +9.3% | -30.4% | -31.9% |
| 10Y | +180.8% | +212.3% | -31.5% | +73.5% |
| All | +180.8% | +210.6% | -29.8% | +73.5% |
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