+274.7%
BBY vs TYL
+183.6%
+91.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +4.5% | +0.8% | +3.6% | +4.1% |
| 30D | +16.8% | +21.1% | -4.3% | +8.1% |
| 3M | +23.2% | +28.9% | -5.7% | +10.6% |
| 6M | +91.9% | +42.0% | +49.9% | +63.8% |
| YTD | +61.6% | -6.6% | +68.2% | +62.2% |
| 1Y | +43.9% | -9.1% | +53.0% | +46.0% |
| 3Y | +88.6% | +1.8% | +86.8% | +77.4% |
| 5Y | -3.1% | -22.9% | +19.8% | -0.1% |
| All | +274.7% | +183.6% | +91.1% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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