-9.2%
TYL vs BAH
+3.0%
-12.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -1.6% | -2.6% | +1.0% | -0.5% |
| 30D | +22.1% | +20.4% | +1.7% | +12.8% |
| 3M | +33.4% | +11.9% | +21.5% | +26.8% |
| 6M | +36.8% | +17.1% | +19.7% | +27.1% |
| YTD | -6.7% | +5.5% | -12.2% | -10.3% |
| 1Y | -9.2% | +5.6% | -14.8% | -14.0% |
| All | -9.2% | +3.0% | -12.2% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling