-9.1%
TYL vs BIYA
-98.3%
+89.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.8% | +9.0% | -8.2% | +0.7% |
| 30D | +21.1% | -12.9% | +34.1% | +21.3% |
| 3M | +28.9% | -54.7% | +83.6% | +30.0% |
| 6M | +42.0% | -85.1% | +127.1% | +41.6% |
| YTD | -6.6% | -96.9% | +90.3% | -8.6% |
| 1Y | -9.1% | -98.5% | +89.5% | -10.0% |
| All | -9.1% | -98.3% | +89.2% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling