-25.6%
TYL vs BIYA
-99.9%
+74.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.1% | +0.8% |
| 7D | +4.3% | -4.1% | +8.4% | +4.4% |
| 30D | +28.0% | -35.5% | +63.5% | +28.6% |
| 3M | +32.3% | -56.3% | +88.6% | +33.3% |
| 6M | +29.9% | -88.7% | +118.6% | +29.8% |
| YTD | -7.1% | -97.0% | +89.8% | -7.3% |
| 1Y | -9.2% | -98.7% | +89.5% | -9.0% |
| All | -25.6% | -99.9% | +74.3% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling