+187.5%
TYL vs BAH
+199.5%
-12.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -1.6% | -2.6% | +1.0% | -0.8% |
| 30D | +22.1% | +20.4% | +1.7% | +15.3% |
| 3M | +33.4% | +11.9% | +21.5% | +28.6% |
| 6M | +36.8% | +17.1% | +19.7% | +29.7% |
| YTD | -6.7% | +5.5% | -12.2% | -9.2% |
| 1Y | -9.2% | +5.6% | -14.8% | -11.9% |
| 3Y | +1.2% | -26.5% | +27.7% | +3.4% |
| 5Y | -23.0% | +6.5% | -29.5% | -33.0% |
| All | +187.5% | +199.5% | -12.0% | +77.8% |
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