-40.6%
TYL vs BIYA
-99.8%
+59.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.4% |
| 7D | -7.5% | -1.8% | -5.7% | -7.5% |
| 30D | +6.0% | -17.5% | +23.5% | +6.3% |
| 3M | +13.9% | -78.0% | +92.0% | +13.8% |
| 6M | -3.3% | -89.5% | +86.1% | -4.0% |
| YTD | -25.8% | -94.3% | +68.4% | -26.3% |
| 1Y | -39.2% | -98.6% | +59.4% | -39.4% |
| All | -40.6% | -99.8% | +59.2% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling