+333.0%
BHP vs TYL
+176.1%
+156.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +3.9% | +2.1% |
| 7D | +0.9% | +6.7% | -5.7% | -0.5% |
| 30D | -6.3% | +26.5% | -32.8% | -11.2% |
| 3M | -7.1% | +37.3% | -44.4% | -14.0% |
| 6M | -3.2% | +31.2% | -34.4% | -10.3% |
| YTD | +37.9% | -7.4% | +45.2% | +38.7% |
| 1Y | +49.7% | -9.6% | +59.2% | +51.5% |
| 3Y | +51.7% | +1.9% | +49.8% | +45.1% |
| 5Y | +122.0% | -21.1% | +143.1% | +124.2% |
| All | +333.0% | +176.1% | +156.8% | +194.3% |
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 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