+22.1%
BDX vs TYL
-39.8%
+61.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.6% |
| 7D | -5.4% | -11.5% | +6.1% | -3.7% |
| 30D | -2.2% | +3.9% | -6.1% | -2.7% |
| 3M | +20.1% | +10.8% | +9.3% | +18.2% |
| 6M | +9.1% | -5.3% | +14.3% | +8.2% |
| YTD | +17.9% | -26.1% | +44.0% | +24.6% |
| 1Y | +22.1% | -38.5% | +60.6% | +32.2% |
| All | +22.1% | -39.8% | +61.8% | +32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling