-23.0%
TYL vs BWA
+30.6%
-53.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | -1.6% | +7.3% | -8.9% | -2.1% |
| 30D | +22.1% | -15.8% | +37.9% | +23.9% |
| 3M | +33.4% | -25.7% | +59.1% | +36.7% |
| 6M | +36.8% | -19.6% | +56.4% | +37.8% |
| YTD | -6.7% | +14.1% | -20.8% | -14.4% |
| 1Y | -9.2% | +12.2% | -21.4% | -16.5% |
| 3Y | +1.2% | +63.8% | -62.7% | -18.3% |
| 5Y | -23.0% | +28.7% | -51.7% | -38.3% |
| All | -23.0% | +30.6% | -53.6% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling