+6,238.4%
BDX vs TYL
+14,481.8%
-8,243.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.6% |
| 7D | +8.4% | +3.5% | +4.9% | +8.1% |
| 30D | +17.1% | +26.9% | -9.8% | +15.0% |
| 3M | +22.4% | +33.8% | -11.4% | +19.6% |
| 6M | +45.9% | +28.8% | +17.1% | +42.8% |
| YTD | +43.8% | -7.9% | +51.7% | +44.0% |
| 1Y | +57.8% | -9.8% | +67.6% | +58.2% |
| 3Y | +25.4% | +1.2% | +24.2% | +24.2% |
| 5Y | +26.0% | -22.8% | +48.8% | +26.3% |
| 10Y | +88.0% | +168.8% | -80.8% | +71.9% |
| All | +6,238.4% | +14,481.8% | -8,243.5% | +3,920.8% |
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