+168.9%
TYL vs BWA
+84.4%
+84.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.0% | -2.6% |
| 7D | +6.7% | -5.5% | +12.1% | +7.3% |
| 30D | +26.5% | -21.7% | +48.3% | +30.3% |
| 3M | +37.3% | -25.6% | +62.9% | +42.0% |
| 6M | +31.2% | -17.4% | +48.6% | +32.2% |
| YTD | -7.4% | +9.2% | -16.5% | -12.7% |
| 1Y | -9.6% | +9.7% | -19.3% | -15.0% |
| 3Y | +1.9% | +54.6% | -52.7% | -12.3% |
| 5Y | -21.1% | +26.8% | -47.9% | -30.9% |
| All | +168.9% | +84.4% | +84.5% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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