+504.4%
BHP vs TYL
+106.7%
+397.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +2.7% |
| 7D | +1.3% | -7.6% | +8.9% | +3.0% |
| 30D | +4.0% | +11.3% | -7.4% | +1.2% |
| 3M | +12.3% | +14.5% | -2.2% | +7.9% |
| 6M | +30.8% | -7.1% | +38.0% | +31.7% |
| YTD | +58.8% | -23.4% | +82.1% | +67.2% |
| 1Y | +76.8% | -38.6% | +115.4% | +98.4% |
| 3Y | +87.5% | -11.3% | +98.8% | +84.3% |
| 5Y | +123.9% | -28.0% | +151.9% | +128.5% |
| 10Y | +504.4% | +104.9% | +399.5% | +360.5% |
| All | +504.4% | +106.7% | +397.7% | +360.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling