+84,575.0%
BBY vs TYL
+14,603.2%
+69,971.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | +10.9% | +4.3% | +6.6% | +10.2% |
| 30D | +19.6% | +28.0% | -8.3% | +15.4% |
| 3M | +27.6% | +32.3% | -4.7% | +22.4% |
| 6M | +79.4% | +29.9% | +49.5% | +72.0% |
| YTD | +61.7% | -7.1% | +68.8% | +61.9% |
| 1Y | +40.3% | -9.2% | +49.5% | +41.0% |
| 3Y | +87.9% | +0.7% | +87.2% | +85.3% |
| 5Y | +0.2% | -21.1% | +21.2% | +1.7% |
| 10Y | +274.5% | +180.8% | +93.7% | +222.1% |
| All | +84,575.0% | +14,603.2% | +69,971.8% | +41,830.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling