-9.6%
TYL vs BIYA
-99.2%
+89.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.3% |
| 7D | +6.7% | -10.5% | +17.1% | +6.8% |
| 30D | +26.5% | -51.7% | +78.3% | +27.8% |
| 3M | +37.3% | -60.8% | +98.1% | +38.7% |
| 6M | +31.2% | -90.6% | +121.8% | +30.7% |
| YTD | -7.4% | -97.1% | +89.8% | -9.3% |
| 1Y | -9.6% | -99.1% | +89.5% | -10.2% |
| All | -9.6% | -99.2% | +89.6% | -10.2% |
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