+0.7%
TYL vs BBWI
-23.6%
+24.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +4.3% | -4.2% | +8.6% | +4.7% |
| 30D | +28.0% | +24.9% | +3.1% | +25.6% |
| 3M | +32.3% | +13.2% | +19.1% | +30.6% |
| 6M | +29.9% | +12.1% | +17.8% | +28.2% |
| YTD | -7.1% | +11.1% | -18.2% | -8.6% |
| 1Y | -9.2% | +0.7% | -9.9% | -10.2% |
| 3Y | +0.7% | -23.8% | +24.5% | +1.6% |
| All | +0.7% | -23.6% | +24.3% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling