+1,703.9%
TYL vs BAH
+886.2%
+817.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.6% | -3.6% |
| 7D | -3.7% | -3.2% | -0.4% | -2.7% |
| 30D | +18.7% | +2.0% | +16.7% | +18.0% |
| 3M | +18.1% | -7.6% | +25.8% | +20.6% |
| 6M | -1.1% | -5.7% | +4.6% | +0.1% |
| YTD | -19.8% | -11.7% | -8.1% | -17.4% |
| 1Y | -34.3% | -27.4% | -7.0% | -28.9% |
| 3Y | -8.2% | -32.5% | +24.3% | -3.0% |
| 5Y | -25.4% | -3.3% | -22.1% | -31.5% |
| 10Y | +115.6% | +186.0% | -70.4% | +37.9% |
| All | +1,703.9% | +886.2% | +817.7% | +671.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling