+54.5%
BDX vs TYL
-8.8%
+63.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | +8.4% | +3.5% | +4.9% | +7.7% |
| 30D | +17.1% | +26.9% | -9.8% | +12.6% |
| 3M | +22.4% | +33.8% | -11.4% | +16.8% |
| 6M | +45.9% | +28.8% | +17.1% | +38.9% |
| YTD | +43.8% | -7.9% | +51.7% | +48.9% |
| All | +54.5% | -8.8% | +63.3% | +62.1% |
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