+2,032.7%
TYL vs BAH
+1,110.0%
+922.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.3% |
| 7D | +15.1% | +6.0% | +9.1% | +13.1% |
| 30D | +30.1% | +31.1% | -1.0% | +19.6% |
| 3M | +40.4% | +25.2% | +15.2% | +30.9% |
| 6M | +31.3% | +18.9% | +12.4% | +24.0% |
| YTD | -5.2% | +8.3% | -13.5% | -8.4% |
| 1Y | -6.6% | +6.2% | -12.8% | -9.5% |
| 3Y | +3.4% | -22.8% | +26.2% | +5.1% |
| 5Y | -19.3% | +13.6% | -32.8% | -29.3% |
| 10Y | +178.1% | +240.2% | -62.1% | +68.7% |
| All | +2,032.7% | +1,110.0% | +922.6% | +755.4% |
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