-22.4%
TYL vs BWA
+26.5%
-48.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.0% | -2.5% |
| 7D | +6.7% | -5.5% | +12.1% | +7.1% |
| 30D | +26.5% | -21.7% | +48.3% | +29.2% |
| 3M | +37.3% | -25.6% | +62.9% | +40.6% |
| 6M | +31.2% | -17.4% | +48.6% | +31.0% |
| YTD | -7.4% | +9.2% | -16.5% | -14.7% |
| 1Y | -9.6% | +9.7% | -19.3% | -17.0% |
| 3Y | +1.9% | +54.6% | -52.7% | -17.0% |
| All | -22.4% | +26.5% | -48.8% | -38.0% |
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