+27.6%
BDX vs TYL
-23.0%
+50.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +2.9% | +0.8% | +2.1% | +2.7% |
| 30D | +15.4% | +21.1% | -5.7% | +11.6% |
| 3M | +20.5% | +28.9% | -8.4% | +15.2% |
| 6M | +53.2% | +42.0% | +11.2% | +43.8% |
| YTD | +45.7% | -6.6% | +52.3% | +45.6% |
| 1Y | +47.3% | -9.1% | +56.3% | +47.9% |
| 3Y | +25.1% | +1.8% | +23.2% | +21.9% |
| All | +27.6% | -23.0% | +50.6% | +18.7% |
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