+98.6%
TYL vs BRO
+294.2%
-195.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -7.5% | -7.3% | -0.2% | -3.7% |
| 30D | +6.0% | -6.9% | +12.8% | +10.0% |
| 3M | +13.9% | +10.7% | +3.3% | +8.6% |
| 6M | -3.3% | -2.7% | -0.7% | -2.2% |
| YTD | -25.8% | -16.3% | -9.5% | -19.5% |
| 1Y | -39.2% | -29.1% | -10.1% | -28.3% |
| 3Y | -13.2% | -7.8% | -5.3% | -13.4% |
| 5Y | -28.6% | +18.7% | -47.4% | -38.7% |
| All | +98.6% | +294.2% | -195.6% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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