+180.8%
TYL vs BWA
+95.2%
+85.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.8% | +1.1% |
| 7D | +4.3% | -2.4% | +6.7% | +4.5% |
| 30D | +28.0% | -17.7% | +45.7% | +30.9% |
| 3M | +32.3% | -27.0% | +59.3% | +37.3% |
| 6M | +29.9% | -17.3% | +47.2% | +31.2% |
| YTD | -7.1% | +12.9% | -20.0% | -12.9% |
| 1Y | -9.2% | +12.9% | -22.1% | -15.0% |
| 3Y | +0.7% | +62.1% | -61.4% | -14.1% |
| 5Y | -21.1% | +30.7% | -51.8% | -31.2% |
| 10Y | +180.8% | +89.2% | +91.6% | +119.7% |
| All | +180.8% | +95.2% | +85.6% | +119.7% |
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