+1.9%
TYL vs BAH
-26.3%
+28.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.2% | -1.2% |
| 7D | +6.7% | -3.5% | +10.2% | +7.6% |
| 30D | +26.5% | +24.3% | +2.3% | +20.2% |
| 3M | +37.3% | +16.3% | +21.0% | +32.5% |
| 6M | +31.2% | +13.6% | +17.6% | +26.8% |
| YTD | -7.4% | +3.5% | -10.8% | -9.1% |
| 1Y | -9.6% | +2.7% | -12.3% | -11.4% |
| 3Y | +1.9% | -26.6% | +28.5% | -2.3% |
| All | +1.9% | -26.3% | +28.2% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling