+239.8%
BBY vs TYL
+102.8%
+137.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.9% |
| 7D | +1.2% | -8.6% | +9.8% | +4.7% |
| 30D | +6.8% | +7.5% | -0.8% | +3.4% |
| 3M | +18.7% | +10.9% | +7.8% | +12.6% |
| 6M | +37.3% | -6.7% | +44.0% | +39.0% |
| YTD | +35.3% | -24.5% | +59.8% | +48.1% |
| 1Y | +20.7% | -38.6% | +59.3% | +44.0% |
| 3Y | +39.4% | -12.6% | +52.1% | +38.9% |
| 5Y | -1.5% | -28.2% | +26.8% | +4.1% |
| 10Y | +239.8% | +104.0% | +135.8% | +128.9% |
| All | +239.8% | +102.8% | +137.0% | +128.9% |
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