-9.9%
TYL vs BBWI
+2.4%
-12.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.1% | +0.6% | +4.4% |
| 7D | +17.3% | +8.8% | +8.5% | +16.5% |
| 30D | +28.9% | +34.8% | -5.9% | +26.4% |
| 3M | +35.1% | +12.9% | +22.1% | +32.9% |
| 6M | +29.3% | +29.6% | -0.3% | +27.3% |
| YTD | -6.8% | +20.8% | -27.5% | -7.6% |
| 1Y | -9.9% | +4.1% | -14.0% | -10.8% |
| All | -9.9% | +2.4% | -12.3% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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