+23.2%
BDX vs TYL
-21.3%
+44.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.4% |
| 7D | +7.1% | +6.7% | +0.4% | +5.9% |
| 30D | +17.6% | +26.5% | -8.9% | +12.9% |
| 3M | +20.4% | +37.3% | -16.9% | +13.9% |
| 6M | +48.3% | +31.2% | +17.1% | +41.0% |
| YTD | +41.6% | -7.4% | +48.9% | +41.7% |
| 1Y | +55.7% | -9.6% | +65.3% | +56.6% |
| 3Y | +10.6% | +1.9% | +8.7% | +7.9% |
| All | +23.2% | -21.3% | +44.5% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling