+12,412.3%
TYL vs BBWI
+1,034.6%
+11,377.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.8% | -6.9% | -4.6% |
| 7D | -3.7% | +1.5% | -5.2% | -4.0% |
| 30D | +18.7% | -5.2% | +23.9% | +19.6% |
| 3M | +18.1% | +11.1% | +7.0% | +15.1% |
| 6M | -1.1% | -13.4% | +12.3% | -0.2% |
| YTD | -19.8% | +0.1% | -19.9% | -21.6% |
| 1Y | -34.3% | -36.1% | +1.8% | -30.9% |
| 3Y | -8.2% | -44.1% | +35.9% | -5.1% |
| 5Y | -25.4% | -66.2% | +40.8% | -17.3% |
| 10Y | +115.6% | -54.8% | +170.3% | +95.5% |
| All | +12,412.3% | +1,034.6% | +11,377.7% | +5,105.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling