-24.8%
TYL vs BWA
+91.4%
-116.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.8% | -6.8% | -4.3% |
| 7D | -3.7% | +5.7% | -9.3% | -4.2% |
| 30D | +18.7% | +1.4% | +17.3% | +18.4% |
| 3M | +18.1% | -12.1% | +30.2% | +19.7% |
| 6M | -1.1% | +28.6% | -29.7% | -6.1% |
| YTD | -19.8% | +51.1% | -70.9% | -28.0% |
| 1Y | -34.3% | +55.9% | -90.2% | -41.6% |
| 3Y | -8.2% | +70.1% | -78.4% | -21.3% |
| All | -24.8% | +91.4% | -116.1% | -41.8% |
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