+1.8%
TYL vs BRO
+0.9%
+1.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.8% | -0.8% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | +21.1% | +11.3% | +9.8% | +15.4% |
| 3M | +28.9% | +0.7% | +28.2% | +28.3% |
| 6M | +42.0% | +32.9% | +9.1% | +28.5% |
| YTD | -6.6% | -8.8% | +2.3% | -5.2% |
| 1Y | -9.1% | -9.2% | +0.2% | -7.6% |
| 3Y | +1.8% | +0.1% | +1.8% | -1.6% |
| All | +1.8% | +0.9% | +1.0% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling