+53.9%
BDX vs TYL
+106.7%
-52.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.5% | +1.4% | -2.0% |
| 7D | -4.3% | -7.6% | +3.3% | -2.6% |
| 30D | +1.3% | +11.3% | -10.1% | -1.3% |
| 3M | +20.2% | +14.5% | +5.7% | +16.3% |
| 6M | +8.6% | -7.1% | +15.8% | +9.6% |
| YTD | +19.0% | -23.4% | +42.3% | +24.8% |
| 1Y | +21.2% | -38.6% | +59.7% | +33.9% |
| 3Y | -9.7% | -11.3% | +1.6% | -10.4% |
| 5Y | -3.4% | -28.0% | +24.6% | -1.8% |
| 10Y | +53.9% | +104.9% | -51.0% | +14.2% |
| All | +53.9% | +106.7% | -52.8% | +14.2% |
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