+5,308.1%
BDX vs TYL
+12,593.6%
-7,285.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -1.2% |
| 7D | -2.5% | -3.7% | +1.2% | -2.2% |
| 30D | +8.3% | +18.7% | -10.5% | +6.8% |
| 3M | +24.4% | +18.1% | +6.3% | +22.7% |
| 6M | +9.2% | -1.1% | +10.3% | +9.0% |
| YTD | +22.7% | -19.8% | +42.5% | +24.2% |
| 1Y | +25.9% | -34.3% | +60.2% | +29.3% |
| 3Y | -10.5% | -8.2% | -2.2% | -10.6% |
| 5Y | +1.9% | -25.4% | +27.3% | +2.5% |
| 10Y | +58.7% | +115.6% | -56.9% | +47.6% |
| All | +5,308.1% | +12,593.6% | -7,285.6% | +3,369.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling