+102.3%
BDX vs TYL
+183.3%
-81.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.7% |
| 7D | +1.0% | -1.6% | +2.6% | +1.4% |
| 30D | +15.1% | +22.1% | -7.0% | +9.9% |
| 3M | +18.2% | +33.4% | -15.2% | +10.5% |
| 6M | +48.1% | +36.8% | +11.3% | +37.2% |
| YTD | +44.1% | -6.7% | +50.8% | +44.3% |
| 1Y | +46.4% | -9.2% | +55.6% | +47.5% |
| 3Y | +24.4% | +1.2% | +23.2% | +20.0% |
| 5Y | +26.1% | -23.0% | +49.1% | +27.7% |
| All | +102.3% | +183.3% | -81.0% | +35.0% |
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