-22.4%
TYL vs BBWI
-67.9%
+45.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.7% |
| 7D | +6.7% | -6.2% | +12.9% | +7.8% |
| 30D | +26.5% | +19.9% | +6.6% | +22.7% |
| 3M | +37.3% | +7.1% | +30.1% | +35.0% |
| 6M | +31.2% | +13.7% | +17.5% | +27.0% |
| YTD | -7.4% | +9.6% | -16.9% | -10.7% |
| 1Y | -9.6% | -1.6% | -7.9% | -11.8% |
| 3Y | +1.9% | -25.9% | +27.8% | -1.8% |
| All | -22.4% | -67.9% | +45.5% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling