+29.3%
TYL vs BAM
+15.2%
+14.1%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.2% | -1.5% | +2.8% |
| 7D | +17.3% | +14.2% | +3.0% | +12.9% |
| 30D | +28.9% | +21.0% | +7.9% | +22.4% |
| 3M | +35.1% | +5.2% | +29.9% | +32.5% |
| 6M | +29.3% | +16.0% | +13.4% | +24.4% |
| All | +29.3% | +15.2% | +14.1% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 6mo: compounded portfolio wealth divided by compounded BAM 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…
6mo analysis · Full analysis span regression · 6 months rolling